-28.0%
ADBE vs ALAB
+25.0%
-53.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.3% |
| 7D | -3.8% | -7.5% | +3.6% | -4.3% |
| 30D | -2.3% | -36.8% | +34.5% | -6.1% |
| 3M | -13.3% | -31.9% | +18.6% | -15.5% |
| 6M | -6.5% | +8.2% | -14.7% | -6.6% |
| YTD | -32.4% | +29.9% | -62.3% | -31.6% |
| 1Y | -28.0% | +24.4% | -52.4% | -27.3% |
| All | -28.0% | +25.0% | -53.0% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 1y: compounded portfolio wealth divided by compounded ALAB 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…
1y analysis · Full analysis span regression · 6 months rolling