+129.2%
ADBE vs APA
+4.1%
+125.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | 0.0% |
| 7D | -4.4% | +5.1% | -9.4% | -4.9% |
| 30D | -0.2% | +0.3% | -0.5% | -0.4% |
| 3M | -9.9% | +15.6% | -25.6% | -11.5% |
| 6M | -3.5% | +28.9% | -32.4% | -6.5% |
| YTD | -32.1% | +96.6% | -128.7% | -37.5% |
| 1Y | -28.7% | +95.5% | -124.2% | -34.4% |
| 3Y | -60.2% | +41.8% | -102.0% | -63.0% |
| 5Y | -63.1% | +85.4% | -148.5% | -67.1% |
| 10Y | +129.2% | +4.5% | +124.6% | +92.1% |
| All | +129.2% | +4.1% | +125.0% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling