-12.0%
ADBE vs ALC
+30.3%
-42.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.4% |
| 7D | -3.8% | +2.3% | -6.2% | -5.0% |
| 30D | -2.3% | +15.5% | -17.8% | -9.0% |
| 3M | -13.3% | +0.6% | -13.9% | -13.6% |
| 6M | -6.5% | +18.4% | -24.8% | -13.9% |
| YTD | -32.4% | -5.6% | -26.8% | -31.2% |
| 1Y | -28.0% | 0.0% | -28.1% | -28.9% |
| 3Y | -60.4% | +2.8% | -63.2% | -62.8% |
| 5Y | -63.4% | -8.8% | -54.7% | -63.9% |
| All | -12.0% | +30.3% | -42.3% | -24.7% |
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