+156.4%
ADBE vs ACM
+124.8%
+31.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | +0.2% |
| 7D | -8.9% | -3.7% | -5.2% | -7.6% |
| 30D | -6.6% | -12.7% | +6.0% | -2.2% |
| 3M | +7.1% | -9.8% | +16.9% | +10.8% |
| 6M | -9.8% | -31.4% | +21.6% | +2.6% |
| YTD | -27.2% | -32.1% | +4.9% | -17.6% |
| 1Y | -28.0% | -47.8% | +19.8% | -10.5% |
| 3Y | -54.5% | -22.1% | -32.4% | -52.2% |
| 5Y | -61.5% | +1.8% | -63.3% | -63.3% |
| 10Y | +156.4% | +132.5% | +23.9% | +83.1% |
| All | +156.4% | +124.8% | +31.7% | +83.1% |
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