-60.4%
ADBE vs ALM
+830.0%
-890.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.2% | +7.0% | -0.4% |
| 7D | -3.8% | -6.3% | +2.5% | -3.9% |
| 30D | -2.3% | -31.4% | +29.1% | -2.9% |
| 3M | -13.3% | -40.6% | +27.3% | -13.9% |
| 6M | -6.5% | -58.6% | +52.2% | -7.0% |
| YTD | -32.4% | -7.6% | -24.8% | -33.0% |
| 1Y | -28.0% | +13.8% | -41.9% | -28.9% |
| 3Y | -60.4% | +842.1% | -902.5% | -60.5% |
| All | -60.4% | +830.0% | -890.4% | -60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling