+688.3%
ADBE vs AMCR
+91.3%
+597.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.3% |
| 7D | -8.9% | -6.3% | -2.6% | -7.5% |
| 30D | -6.6% | -7.1% | +0.5% | -5.0% |
| 3M | +7.1% | +12.7% | -5.5% | +4.0% |
| 6M | -9.8% | +5.2% | -14.9% | -11.5% |
| YTD | -27.2% | +8.1% | -35.2% | -29.5% |
| 1Y | -28.0% | +10.0% | -38.1% | -30.7% |
| 3Y | -54.5% | +6.6% | -61.1% | -56.4% |
| 5Y | -61.5% | -11.4% | -50.1% | -61.0% |
| 10Y | +156.4% | +13.3% | +143.2% | +136.0% |
| All | +688.3% | +91.3% | +597.1% | +612.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling