+120.0%
ADBE vs ALK
-37.5%
+157.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.9% | -2.1% |
| 7D | -5.6% | +8.9% | -14.5% | -7.2% |
| 30D | -2.0% | +5.9% | -8.0% | -3.3% |
| 3M | -10.5% | -16.5% | +6.0% | -8.1% |
| 6M | -6.2% | +2.1% | -8.3% | -8.3% |
| YTD | -32.2% | -17.1% | -15.1% | -31.8% |
| 1Y | -27.4% | -2.9% | -24.5% | -29.6% |
| 3Y | -58.9% | +24.5% | -83.4% | -63.6% |
| 5Y | -64.5% | -29.1% | -35.4% | -65.1% |
| 10Y | +120.0% | -39.1% | +159.1% | +125.7% |
| All | +120.0% | -37.5% | +157.5% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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