-64.1%
ADBE vs ALLE
+49.9%
-114.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.5% |
| 7D | -4.4% | -0.6% | -3.8% | -4.2% |
| 30D | +2.8% | +25.3% | -22.5% | -6.5% |
| 3M | -8.0% | +10.3% | -18.3% | -12.0% |
| 6M | -4.3% | +38.0% | -42.4% | -17.3% |
| YTD | -31.6% | +17.8% | -49.4% | -37.2% |
| 1Y | -26.9% | +13.6% | -40.5% | -31.7% |
| 3Y | -57.7% | +89.2% | -146.9% | -71.9% |
| All | -64.1% | +49.9% | -114.0% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling