-11.0%
ADBE vs ALC
+31.8%
-42.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -1.9% |
| 7D | -4.4% | +4.9% | -9.3% | -6.7% |
| 30D | +2.8% | +19.0% | -16.1% | -5.6% |
| 3M | -8.0% | +7.8% | -15.8% | -11.4% |
| 6M | -4.3% | +14.6% | -18.9% | -10.6% |
| YTD | -31.6% | -4.4% | -27.2% | -30.9% |
| 1Y | -26.9% | +1.4% | -28.3% | -28.3% |
| 3Y | -57.7% | +2.5% | -60.2% | -60.2% |
| 5Y | -63.9% | -10.9% | -53.0% | -63.9% |
| All | -11.0% | +31.8% | -42.9% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling