-25.9%
ADBE vs ALLE
+18.6%
-44.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.9% |
| 7D | -0.5% | +6.7% | -7.2% | -0.8% |
| 30D | +4.1% | +25.4% | -21.3% | +3.2% |
| 3M | -3.5% | +16.9% | -20.4% | -4.7% |
| 6M | -2.2% | +46.6% | -48.7% | -0.5% |
| YTD | -29.0% | +22.4% | -51.4% | -28.5% |
| 1Y | -25.9% | +17.7% | -43.6% | -24.0% |
| All | -25.9% | +18.6% | -44.5% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling