+19,973.4%
ADBE vs AME
+18,999.6%
+973.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -3.2% | +8.1% | -11.3% | -6.5% |
| 30D | +1.0% | -3.8% | +4.7% | +1.9% |
| 3M | -7.8% | -6.6% | -1.2% | -6.1% |
| 6M | -1.0% | +4.6% | -5.5% | -4.7% |
| YTD | -31.8% | +17.9% | -49.8% | -38.5% |
| 1Y | -29.2% | +23.2% | -52.5% | -37.4% |
| 3Y | -60.1% | +62.9% | -123.0% | -69.2% |
| 5Y | -63.7% | +77.5% | -141.2% | -72.8% |
| 10Y | +130.1% | +444.7% | -314.6% | +6.6% |
| All | +19,973.4% | +18,999.6% | +973.8% | +2,886.1% |
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