-61.5%
ADBE vs ADI
+143.1%
-204.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -8.9% | +2.6% | -11.5% | -9.8% |
| 30D | -6.6% | -4.6% | -2.0% | -5.2% |
| 3M | +7.1% | -9.5% | +16.6% | +9.1% |
| 6M | -9.8% | +14.8% | -24.6% | -19.8% |
| YTD | -27.2% | +35.8% | -63.0% | -41.2% |
| 1Y | -28.0% | +48.9% | -77.0% | -44.9% |
| 3Y | -54.5% | +115.6% | -170.1% | -74.8% |
| 5Y | -61.5% | +135.1% | -196.6% | -80.2% |
| All | -61.5% | +143.1% | -204.6% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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