+120.0%
ADBE vs ACGL
+332.3%
-212.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | -5.6% | -1.1% | -4.5% | -5.3% |
| 30D | -2.0% | +13.1% | -15.2% | -6.2% |
| 3M | -10.5% | +9.8% | -20.3% | -13.4% |
| 6M | -6.2% | +15.3% | -21.5% | -10.7% |
| YTD | -32.2% | +12.7% | -44.9% | -35.1% |
| 1Y | -27.4% | +20.7% | -48.1% | -32.1% |
| 3Y | -58.9% | +34.3% | -93.2% | -63.9% |
| 5Y | -64.5% | +170.6% | -235.1% | -76.5% |
| 10Y | +120.0% | +330.6% | -210.6% | +26.1% |
| All | +120.0% | +332.3% | -212.3% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling