-54.4%
ADBE vs ALAB
+311.3%
-365.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.3% |
| 7D | -3.8% | -7.5% | +3.6% | -3.8% |
| 30D | -2.3% | -36.8% | +34.5% | -2.1% |
| 3M | -13.3% | -31.9% | +18.6% | -13.2% |
| 6M | -6.5% | +8.2% | -14.7% | -9.5% |
| YTD | -32.4% | +29.9% | -62.3% | -35.8% |
| 1Y | -28.0% | +24.4% | -52.4% | -31.7% |
| All | -54.4% | +311.3% | -365.7% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling