+3,964.8%
ADBE vs ACGL
+4,940.3%
-975.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -4.4% | -1.4% | -3.0% | -4.0% |
| 30D | -0.2% | +12.4% | -12.6% | -3.6% |
| 3M | -9.9% | +11.1% | -21.0% | -12.6% |
| 6M | -3.5% | +16.3% | -19.8% | -7.6% |
| YTD | -32.1% | +13.8% | -45.9% | -34.7% |
| 1Y | -28.7% | +20.4% | -49.1% | -32.6% |
| 3Y | -60.2% | +33.6% | -93.8% | -64.1% |
| 5Y | -63.1% | +176.8% | -239.9% | -73.5% |
| 10Y | +129.2% | +324.6% | -195.4% | +40.3% |
| All | +3,964.8% | +4,940.3% | -975.5% | +1,461.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling