-61.2%
ADBE vs ADM
+64.4%
-125.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.3% | -3.5% |
| 7D | -10.1% | -0.1% | -10.0% | -10.1% |
| 30D | -3.0% | +11.0% | -14.0% | -4.2% |
| 3M | +5.0% | +6.0% | -1.0% | +4.1% |
| 6M | -9.3% | +26.9% | -36.2% | -12.2% |
| YTD | -26.5% | +50.0% | -76.5% | -30.5% |
| 1Y | -28.3% | +39.6% | -67.9% | -31.6% |
| 3Y | -54.1% | +18.5% | -72.6% | -55.2% |
| 5Y | -61.2% | +62.6% | -123.8% | -65.9% |
| All | -61.2% | +64.4% | -125.6% | -65.9% |
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