+497.7%
ADBE vs AG
+264.0%
+233.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.7% | +0.8% |
| 7D | -3.2% | -6.0% | +2.8% | -2.8% |
| 30D | +1.0% | -14.3% | +15.3% | +1.9% |
| 3M | -7.8% | -26.9% | +19.1% | -6.1% |
| 6M | -1.0% | -42.1% | +41.2% | +2.2% |
| YTD | -31.8% | -15.9% | -16.0% | -32.5% |
| 1Y | -29.2% | +11.5% | -40.7% | -31.6% |
| 3Y | -60.1% | +208.0% | -268.0% | -65.7% |
| 5Y | -63.7% | +2.4% | -66.1% | -66.6% |
| 10Y | +130.1% | +77.0% | +53.1% | +89.0% |
| All | +497.7% | +264.0% | +233.7% | +213.5% |
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