+351.4%
ADBE vs AMC
-98.1%
+449.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.3% | -11.1% | -6.8% |
| 7D | -8.6% | +2.3% | -10.9% | -8.6% |
| 30D | +2.8% | -0.7% | +3.5% | +2.8% |
| 3M | +3.1% | +35.2% | -32.1% | +2.0% |
| 6M | -2.4% | +124.6% | -127.0% | -4.8% |
| YTD | -23.9% | +69.9% | -93.7% | -25.3% |
| 1Y | -22.6% | -2.6% | -20.0% | -23.1% |
| 3Y | -52.7% | -79.8% | +27.1% | -52.2% |
| 5Y | -60.0% | -99.4% | +39.4% | -58.0% |
| 10Y | +157.3% | -98.9% | +256.2% | +179.5% |
| All | +351.4% | -98.1% | +449.5% | +333.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 all: compounded portfolio wealth divided by compounded AMC 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…
all analysis · Full analysis span regression · 6 months rolling