+322.8%
ADBE vs ALLE
+327.3%
-4.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.5% |
| 7D | -4.4% | -0.6% | -3.8% | -4.1% |
| 30D | +2.8% | +25.3% | -22.5% | -7.6% |
| 3M | -8.0% | +10.3% | -18.3% | -12.5% |
| 6M | -4.3% | +38.0% | -42.4% | -18.9% |
| YTD | -31.6% | +17.8% | -49.4% | -38.2% |
| 1Y | -26.9% | +13.6% | -40.5% | -32.8% |
| 3Y | -57.7% | +89.2% | -146.9% | -71.1% |
| 5Y | -63.9% | +51.1% | -115.0% | -72.5% |
| 10Y | +125.3% | +228.1% | -102.8% | +6.3% |
| All | +322.8% | +327.3% | -4.5% | +74.2% |
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