-28.0%
ADBE vs ACM
-48.7%
+20.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.3% |
| 7D | -8.9% | -3.7% | -5.2% | -8.2% |
| 30D | -6.6% | -12.7% | +6.0% | -4.5% |
| 3M | +7.1% | -9.8% | +16.9% | +8.8% |
| 6M | -9.8% | -31.4% | +21.6% | -6.5% |
| YTD | -27.2% | -32.1% | +4.9% | -24.7% |
| 1Y | -28.0% | -47.8% | +19.8% | -21.8% |
| All | -28.0% | -48.7% | +20.7% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling