-28.0%
ADBE vs ALM
+312.4%
-340.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -1.2% |
| 7D | -8.9% | +3.6% | -12.5% | -8.7% |
| 30D | -6.6% | +33.8% | -40.4% | -5.0% |
| 3M | +7.1% | +14.8% | -7.6% | +9.1% |
| 6M | -9.8% | -7.0% | -2.8% | -8.0% |
| YTD | -27.2% | +108.1% | -135.2% | -25.5% |
| 1Y | -28.0% | +313.8% | -341.8% | -30.4% |
| All | -28.0% | +312.4% | -340.4% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling