-61.2%
ADBE vs ALC
-15.6%
-45.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -2.5% |
| 7D | -10.1% | -3.7% | -6.4% | -8.3% |
| 30D | -3.0% | -3.7% | +0.7% | -1.1% |
| 3M | +5.0% | +4.6% | +0.5% | +2.8% |
| 6M | -9.3% | -14.6% | +5.3% | -2.6% |
| YTD | -26.5% | -11.9% | -14.6% | -22.5% |
| 1Y | -28.3% | -13.1% | -15.1% | -24.1% |
| 3Y | -54.1% | -15.0% | -39.1% | -52.4% |
| 5Y | -61.2% | -16.2% | -45.0% | -59.1% |
| All | -61.2% | -15.6% | -45.6% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling