-46.2%
ADBE vs ADVB
-97.5%
+51.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.2% | -7.1% | -2.9% |
| 7D | -4.4% | -13.9% | +9.5% | -4.4% |
| 30D | +2.8% | -68.1% | +70.9% | +2.7% |
| 3M | -8.0% | -73.4% | +65.3% | -8.2% |
| 6M | -4.3% | -70.8% | +66.5% | -5.6% |
| YTD | -31.6% | -66.1% | +34.5% | -32.9% |
| 1Y | -26.9% | -77.5% | +50.6% | -27.1% |
| All | -46.2% | -97.5% | +51.3% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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