-28.7%
ADBE vs ALB
-5.3%
-23.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.5% |
| 7D | -4.4% | +1.1% | -5.4% | -4.3% |
| 30D | -0.2% | -2.6% | +2.4% | -0.3% |
| 3M | -9.9% | -25.6% | +15.7% | -11.6% |
| 6M | -3.5% | -54.0% | +50.6% | -6.7% |
| YTD | -32.1% | -31.6% | -0.5% | -35.7% |
| 1Y | -28.7% | -6.6% | -22.1% | -34.7% |
| All | -28.7% | -5.3% | -23.4% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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