+22,327.1%
ADBE vs AME
+18,709.1%
+3,618.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.5% | -8.2% | -7.4% |
| 7D | -8.6% | +0.6% | -9.2% | -8.9% |
| 30D | +2.8% | -6.7% | +9.5% | +5.6% |
| 3M | +3.1% | +4.1% | -0.9% | +0.5% |
| 6M | -2.4% | +1.6% | -4.0% | -4.8% |
| YTD | -23.9% | +16.1% | -40.0% | -30.2% |
| 1Y | -22.6% | +27.3% | -49.9% | -32.1% |
| 3Y | -52.7% | +50.9% | -103.5% | -61.9% |
| 5Y | -60.0% | +81.4% | -141.4% | -70.1% |
| 10Y | +157.3% | +417.0% | -259.6% | +22.7% |
| All | +22,327.1% | +18,709.1% | +3,618.0% | +3,288.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling