-57.7%
ADBE vs APD
+11.7%
-69.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.8% |
| 7D | -4.4% | -3.7% | -0.7% | -4.1% |
| 30D | +2.8% | +9.6% | -6.8% | +2.2% |
| 3M | -8.0% | +1.6% | -9.7% | -8.1% |
| 6M | -4.3% | +2.2% | -6.5% | -4.3% |
| YTD | -31.6% | +25.9% | -57.5% | -33.2% |
| 1Y | -26.9% | +20.1% | -47.0% | -28.2% |
| 3Y | -57.7% | +12.4% | -70.1% | -58.5% |
| All | -57.7% | +11.7% | -69.3% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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