-22.6%
ADBE vs ADM
+40.7%
-63.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.0% | -6.7% |
| 7D | -8.6% | +3.8% | -12.3% | -8.4% |
| 30D | +2.8% | +9.8% | -7.0% | +3.0% |
| 3M | +3.1% | +2.1% | +1.0% | +2.9% |
| 6M | -2.4% | +27.5% | -29.9% | -1.7% |
| YTD | -23.9% | +50.2% | -74.1% | -23.2% |
| 1Y | -22.6% | +40.6% | -63.2% | -22.1% |
| All | -22.6% | +40.7% | -63.3% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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