-9.6%
ADBE vs ALC
+30.4%
-40.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +0.3% |
| 7D | +1.6% | -1.1% | +2.7% | +2.1% |
| 30D | +1.0% | +16.0% | -15.1% | -6.1% |
| 3M | -10.1% | +0.8% | -10.9% | -10.6% |
| 6M | +3.0% | +16.8% | -13.9% | -4.6% |
| YTD | -30.5% | -5.5% | -25.1% | -29.4% |
| 1Y | -27.1% | -5.3% | -21.9% | -26.1% |
| 3Y | -58.8% | +4.1% | -62.9% | -61.6% |
| 5Y | -63.0% | -7.1% | -56.0% | -63.8% |
| All | -9.6% | +30.4% | -40.0% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling