-52.4%
ADBE vs ALC
-13.4%
-39.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.2% | -4.5% | -6.0% |
| 7D | -8.6% | -2.1% | -6.5% | -7.9% |
| 30D | +2.8% | -0.1% | +2.9% | +2.8% |
| 3M | +3.1% | +5.9% | -2.8% | +1.3% |
| 6M | -2.4% | -15.9% | +13.5% | +2.6% |
| YTD | -23.9% | -10.1% | -13.7% | -21.7% |
| 1Y | -22.6% | -10.2% | -12.4% | -20.5% |
| All | -52.4% | -13.4% | -39.1% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling