+367.7%
ADBE vs AR
-33.4%
+401.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.8% |
| 7D | -4.4% | -14.3% | +9.9% | -3.4% |
| 30D | +2.8% | +1.4% | +1.4% | +2.6% |
| 3M | -8.0% | +3.4% | -11.4% | -8.4% |
| 6M | -4.3% | -2.1% | -2.3% | -4.4% |
| YTD | -31.6% | +4.7% | -36.3% | -32.1% |
| 1Y | -26.9% | +10.6% | -37.5% | -27.7% |
| 3Y | -57.7% | +24.6% | -82.3% | -58.9% |
| 5Y | -63.9% | +71.9% | -135.8% | -65.9% |
| 10Y | +125.3% | +46.4% | +79.0% | +111.8% |
| All | +367.7% | -33.4% | +401.0% | +372.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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