-44.0%
ADBE vs ABCL
-81.3%
+37.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.5% | -6.6% |
| 7D | -8.6% | +0.7% | -9.3% | -8.6% |
| 30D | +2.8% | +93.1% | -90.3% | -3.2% |
| 3M | +3.1% | +79.4% | -76.3% | -2.7% |
| 6M | -2.4% | +214.9% | -217.3% | -12.7% |
| YTD | -23.9% | +234.2% | -258.1% | -32.6% |
| 1Y | -22.6% | +174.8% | -197.4% | -31.0% |
| 3Y | -52.7% | +104.5% | -157.2% | -58.1% |
| 5Y | -60.0% | -39.0% | -21.0% | -61.9% |
| All | -44.0% | -81.3% | +37.3% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling