-61.2%
ADBE vs APD
+26.2%
-87.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.1% |
| 7D | -10.1% | -2.5% | -7.6% | -9.4% |
| 30D | -3.0% | -1.9% | -1.1% | -2.4% |
| 3M | +5.0% | +8.2% | -3.2% | +2.3% |
| 6M | -9.3% | +10.7% | -20.0% | -12.7% |
| YTD | -26.5% | +22.9% | -49.4% | -32.1% |
| 1Y | -28.3% | +5.8% | -34.1% | -30.2% |
| 3Y | -54.1% | +7.8% | -61.9% | -56.4% |
| 5Y | -61.2% | +26.1% | -87.3% | -70.1% |
| All | -61.2% | +26.2% | -87.4% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling