-61.2%
ADBE vs ALM
+1,033.0%
-1,094.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +8.8% | -12.3% | -3.5% |
| 7D | -10.1% | +8.4% | -18.5% | -10.1% |
| 30D | -3.0% | +34.8% | -37.8% | -3.0% |
| 3M | +5.0% | +16.2% | -11.2% | +5.1% |
| 6M | -9.3% | +2.1% | -11.4% | -9.2% |
| YTD | -26.5% | +117.0% | -143.5% | -27.6% |
| 1Y | -28.3% | +313.9% | -342.1% | -30.6% |
| 3Y | -54.1% | +2,327.9% | -2,382.0% | -59.5% |
| 5Y | -61.2% | +1,040.6% | -1,101.9% | -65.1% |
| All | -61.2% | +1,033.0% | -1,094.2% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling