+156.4%
ADBE vs ALM
+3,082.3%
-2,925.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.9% |
| 7D | -8.9% | +3.6% | -12.5% | -9.0% |
| 30D | -6.6% | +33.8% | -40.4% | -7.0% |
| 3M | +7.1% | +14.8% | -7.6% | +6.8% |
| 6M | -9.8% | -7.0% | -2.8% | -9.9% |
| YTD | -27.2% | +108.1% | -135.2% | -28.6% |
| 1Y | -28.0% | +313.8% | -341.8% | -30.8% |
| 3Y | -54.5% | +2,227.6% | -2,282.1% | -59.0% |
| 5Y | -61.5% | +956.6% | -1,018.1% | -64.8% |
| 10Y | +156.4% | +3,082.3% | -2,925.8% | +123.9% |
| All | +156.4% | +3,082.3% | -2,925.8% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling