-55.9%
ADBE vs AMCR
+8.2%
-64.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -12.9% | -5.0% | -8.0% | -12.3% |
| 30D | -5.6% | -8.0% | +2.3% | -4.5% |
| 3M | +6.6% | +14.3% | -7.7% | +5.0% |
| 6M | -9.6% | +5.3% | -14.9% | -9.8% |
| YTD | -28.9% | +7.7% | -36.6% | -30.1% |
| 1Y | -28.9% | +10.8% | -39.8% | -30.6% |
| All | -55.9% | +8.2% | -64.1% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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