+567.8%
ADBE vs AG
+445.6%
+122.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.0% | -4.8% | -6.6% |
| 7D | -8.6% | +1.0% | -9.6% | -8.7% |
| 30D | +2.8% | +19.2% | -16.4% | +1.4% |
| 3M | +3.1% | +6.2% | -3.0% | +2.2% |
| 6M | -2.4% | -26.7% | +24.3% | -1.1% |
| YTD | -23.9% | +26.1% | -50.0% | -26.6% |
| 1Y | -22.6% | +131.7% | -154.3% | -29.4% |
| 3Y | -52.7% | +255.3% | -308.0% | -59.6% |
| 5Y | -60.0% | +61.9% | -122.0% | -64.3% |
| 10Y | +157.3% | +72.0% | +85.3% | +113.2% |
| All | +567.8% | +445.6% | +122.1% | +241.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling