+127.4%
ADBE vs ACM
+133.7%
-6.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -3.8% | +6.6% | -10.4% | -6.2% |
| 30D | -2.3% | +19.8% | -22.1% | -8.8% |
| 3M | -13.3% | -3.1% | -10.1% | -12.7% |
| 6M | -6.5% | -11.5% | +5.0% | -3.1% |
| YTD | -32.4% | -24.7% | -7.7% | -26.3% |
| 1Y | -28.0% | -45.1% | +17.0% | -11.7% |
| 3Y | -60.4% | -8.9% | -51.5% | -60.8% |
| 5Y | -63.4% | +5.4% | -68.8% | -65.8% |
| 10Y | +127.4% | +131.1% | -3.7% | +54.7% |
| All | +127.4% | +133.7% | -6.3% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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