-61.2%
ADBE vs ACM
+4.8%
-66.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.1% |
| 7D | -10.1% | -0.3% | -9.8% | -9.9% |
| 30D | -3.0% | -12.9% | +9.9% | +2.5% |
| 3M | +5.0% | -6.4% | +11.4% | +7.3% |
| 6M | -9.3% | -29.2% | +19.9% | +4.1% |
| YTD | -26.5% | -29.9% | +3.4% | -16.2% |
| 1Y | -28.3% | -47.3% | +19.0% | -6.4% |
| 3Y | -54.1% | -19.6% | -34.5% | -54.0% |
| 5Y | -61.2% | +5.5% | -66.7% | -66.6% |
| All | -61.2% | +4.8% | -66.0% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling