+7,198.0%
ADBE vs ALB
+2,835.3%
+4,362.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.4% | -2.3% | -5.5% |
| 7D | -8.6% | -8.1% | -0.5% | -6.4% |
| 30D | +2.8% | +6.3% | -3.5% | +0.8% |
| 3M | +3.1% | -23.6% | +26.7% | +9.7% |
| 6M | -2.4% | -24.6% | +22.2% | +2.5% |
| YTD | -23.9% | -10.3% | -13.6% | -25.3% |
| 1Y | -22.6% | +61.5% | -84.1% | -37.7% |
| 3Y | -52.7% | -34.0% | -18.7% | -54.8% |
| 5Y | -60.0% | -44.6% | -15.4% | -61.5% |
| 10Y | +157.3% | +76.1% | +81.2% | +46.6% |
| All | +7,198.0% | +2,835.3% | +4,362.8% | +1,602.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling