-64.5%
ADBE vs ALB
-62.4%
-2.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -5.6% | +9.5% | -15.1% | -6.8% |
| 30D | -2.0% | -2.1% | +0.1% | -1.9% |
| 3M | -10.5% | -24.1% | +13.6% | -7.3% |
| 6M | -6.2% | -51.0% | +44.8% | +3.2% |
| YTD | -32.2% | -29.3% | -2.9% | -31.1% |
| 1Y | -27.4% | +3.2% | -30.6% | -31.5% |
| 3Y | -58.9% | -9.3% | -49.6% | -63.7% |
| 5Y | -64.5% | -61.6% | -2.8% | -57.4% |
| All | -64.5% | -62.4% | -2.1% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling