-59.6%
ADBE vs AME
+63.5%
-123.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | -3.2% | +8.1% | -11.3% | -3.8% |
| 30D | +1.0% | -3.8% | +4.7% | +1.2% |
| 3M | -7.8% | -6.6% | -1.2% | -7.1% |
| 6M | -1.0% | +4.6% | -5.5% | -2.5% |
| YTD | -31.8% | +17.9% | -49.8% | -36.4% |
| 1Y | -29.2% | +23.2% | -52.5% | -35.1% |
| All | -59.6% | +63.5% | -123.1% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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