-61.5%
ADBE vs AME
+83.9%
-145.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -8.9% | +1.3% | -10.2% | -9.5% |
| 30D | -6.6% | -6.6% | -0.1% | -3.8% |
| 3M | +7.1% | +3.0% | +4.2% | +4.3% |
| 6M | -9.8% | +5.3% | -15.1% | -14.4% |
| YTD | -27.2% | +15.4% | -42.6% | -35.6% |
| 1Y | -28.0% | +26.8% | -54.8% | -40.6% |
| 3Y | -54.5% | +56.5% | -111.0% | -69.6% |
| 5Y | -61.5% | +85.2% | -146.7% | -78.3% |
| All | -61.5% | +83.9% | -145.4% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling