+129.2%
ADBE vs AG
+72.5%
+56.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.4% |
| 7D | -4.4% | -4.0% | -0.4% | -4.2% |
| 30D | -0.2% | -13.1% | +12.8% | +0.3% |
| 3M | -9.9% | -22.0% | +12.1% | -9.0% |
| 6M | -3.5% | -37.3% | +33.8% | -1.7% |
| YTD | -32.1% | -11.2% | -20.9% | -32.9% |
| 1Y | -28.7% | +23.9% | -52.6% | -31.0% |
| 3Y | -60.2% | +225.1% | -285.4% | -65.0% |
| 5Y | -63.1% | +7.7% | -70.8% | -65.6% |
| 10Y | +129.2% | +86.9% | +42.3% | +105.2% |
| All | +129.2% | +72.5% | +56.7% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling