+132.9%
ADBE vs ALM
+1,942.8%
-1,809.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +0.5% |
| 7D | -3.2% | -4.0% | +0.8% | -3.2% |
| 30D | +1.0% | -30.5% | +31.5% | +1.3% |
| 3M | -7.8% | -46.9% | +39.1% | -7.2% |
| 6M | -1.0% | -65.5% | +64.6% | +0.3% |
| YTD | -31.8% | -13.4% | -18.4% | -32.6% |
| 1Y | -29.2% | +9.8% | -39.0% | -30.4% |
| 3Y | -60.1% | +783.1% | -843.2% | -63.5% |
| 5Y | -63.7% | +378.3% | -442.0% | -66.6% |
| All | +132.9% | +1,942.8% | -1,809.9% | +102.3% |
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