+370.9%
ADBE vs ALLE
+260.9%
+110.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.7% | -7.2% |
| 7D | -8.6% | -0.2% | -8.4% | -8.5% |
| 30D | +2.8% | -6.8% | +9.6% | +6.0% |
| 3M | +3.1% | +21.0% | -17.9% | -6.7% |
| 6M | -2.4% | +1.1% | -3.5% | -4.5% |
| YTD | -23.9% | -0.5% | -23.3% | -25.4% |
| 1Y | -22.6% | -7.3% | -15.3% | -21.5% |
| 3Y | -52.7% | +42.3% | -94.9% | -62.7% |
| 5Y | -60.0% | +13.5% | -73.5% | -65.1% |
| 10Y | +157.3% | +144.0% | +13.3% | +41.5% |
| All | +370.9% | +260.9% | +110.0% | +110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling