+1,170.0%
ADBE vs AGG
+97.4%
+1,072.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -8.9% | -0.2% | -8.7% | -8.9% |
| 30D | -6.6% | -0.2% | -6.4% | -6.6% |
| 3M | +7.1% | -0.7% | +7.8% | +7.2% |
| 6M | -9.8% | -1.8% | -8.0% | -9.7% |
| YTD | -27.2% | -0.6% | -26.6% | -27.2% |
| 1Y | -28.0% | +0.4% | -28.4% | -28.0% |
| 3Y | -54.5% | +13.2% | -67.7% | -54.7% |
| 5Y | -61.5% | -2.0% | -59.5% | -63.1% |
| 10Y | +156.4% | +15.1% | +141.4% | +165.7% |
| All | +1,170.0% | +97.4% | +1,072.6% | +1,601.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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