-45.9%
ADBE vs ABCL
-81.2%
+35.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -10.1% | +1.4% | -11.5% | -10.2% |
| 30D | -3.0% | +65.1% | -68.1% | -7.4% |
| 3M | +5.0% | +111.1% | -106.1% | -2.3% |
| 6M | -9.3% | +231.6% | -240.9% | -19.2% |
| YTD | -26.5% | +234.5% | -261.0% | -35.0% |
| 1Y | -28.3% | +174.3% | -202.6% | -36.0% |
| 3Y | -54.1% | +111.5% | -165.6% | -59.5% |
| 5Y | -61.2% | -37.3% | -23.9% | -63.1% |
| All | -45.9% | -81.2% | +35.3% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling