-63.7%
ADBE vs ADM
+23.4%
-87.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -3.2% | +0.7% | -3.9% | -3.3% |
| 30D | +1.0% | -14.7% | +15.7% | +2.7% |
| 3M | -7.8% | -10.4% | +2.6% | -6.8% |
| 6M | -1.0% | -10.9% | +10.0% | 0.0% |
| YTD | -31.8% | +26.0% | -57.8% | -34.2% |
| 1Y | -29.2% | +26.5% | -55.7% | -31.8% |
| 3Y | -60.1% | +8.2% | -68.3% | -61.1% |
| 5Y | -63.7% | +24.0% | -87.7% | -65.5% |
| All | -63.7% | +23.4% | -87.1% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling