-64.1%
ADBE vs ACGL
+159.2%
-223.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -1.9% |
| 7D | -4.4% | +0.9% | -5.2% | -4.6% |
| 30D | +2.8% | +13.7% | -10.9% | -1.3% |
| 3M | -8.0% | +8.0% | -16.1% | -10.3% |
| 6M | -4.3% | +13.3% | -17.6% | -7.9% |
| YTD | -31.6% | +11.8% | -43.5% | -34.1% |
| 1Y | -26.9% | +22.2% | -49.1% | -31.3% |
| 3Y | -57.7% | +32.5% | -90.2% | -62.3% |
| All | -64.1% | +159.2% | -223.3% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling