-63.2%
ADBE vs AEM
+252.0%
-315.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.6% | -6.8% | +8.4% | +1.9% |
| 30D | +1.0% | +0.8% | +0.2% | +0.8% |
| 3M | -10.1% | -0.8% | -9.3% | -10.2% |
| 6M | +3.0% | -8.5% | +11.5% | +3.5% |
| YTD | -30.5% | +5.9% | -36.5% | -31.5% |
| 1Y | -27.1% | +6.6% | -33.7% | -28.2% |
| 3Y | -58.8% | +302.2% | -361.0% | -66.5% |
| All | -63.2% | +252.0% | -315.1% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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