-2.4%
ADBE vs ALLE
-0.4%
-2.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.7% | -6.6% |
| 7D | -8.6% | -0.2% | -8.4% | -8.6% |
| 30D | +2.8% | -6.8% | +9.6% | +1.7% |
| 3M | +3.1% | +21.0% | -17.9% | +9.2% |
| 6M | -2.4% | +1.1% | -3.5% | -5.6% |
| All | -2.4% | -0.4% | -2.0% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling