+555.5%
ADBE vs ACM
+230.8%
+324.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.4% | -6.6% |
| 7D | -8.6% | -3.7% | -4.8% | -7.2% |
| 30D | +2.8% | -11.1% | +13.9% | +7.2% |
| 3M | +3.1% | -8.0% | +11.1% | +6.0% |
| 6M | -2.4% | -29.7% | +27.2% | +10.6% |
| YTD | -23.9% | -29.4% | +5.5% | -14.5% |
| 1Y | -22.6% | -46.4% | +23.8% | -3.7% |
| 3Y | -52.7% | -22.3% | -30.3% | -49.9% |
| 5Y | -60.0% | +4.5% | -64.5% | -62.4% |
| 10Y | +157.3% | +127.6% | +29.7% | +63.6% |
| All | +555.5% | +230.8% | +324.7% | +196.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling