-64.5%
ADBE vs ACM
+3.6%
-68.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | -3.1% |
| 7D | -5.6% | +6.9% | -12.5% | -8.5% |
| 30D | -2.0% | +19.1% | -21.1% | -9.5% |
| 3M | -10.5% | -6.9% | -3.6% | -8.3% |
| 6M | -6.2% | -12.0% | +5.8% | -2.0% |
| YTD | -32.2% | -25.1% | -7.1% | -24.9% |
| 1Y | -27.4% | -45.4% | +18.0% | -5.6% |
| 3Y | -58.9% | -6.9% | -52.0% | -62.5% |
| 5Y | -64.5% | +3.7% | -68.2% | -70.3% |
| All | -64.5% | +3.6% | -68.0% | -70.3% |
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