-52.4%
ADBE vs ACGL
+35.2%
-87.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.0% | -6.3% |
| 7D | -8.6% | -0.7% | -7.8% | -8.4% |
| 30D | +2.8% | -1.0% | +3.8% | +3.0% |
| 3M | +3.1% | +11.0% | -7.9% | +1.1% |
| 6M | -2.4% | -0.3% | -2.1% | -2.3% |
| YTD | -23.9% | +2.3% | -26.1% | -24.3% |
| 1Y | -22.6% | +6.4% | -29.0% | -23.6% |
| All | -52.4% | +35.2% | -87.6% | -58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling