-56.7%
ADBE vs ARM
+211.3%
-267.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.7% | -7.6% | -3.1% |
| 7D | -4.4% | -15.2% | +10.9% | -3.8% |
| 30D | +2.8% | -40.7% | +43.5% | +4.9% |
| 3M | -8.0% | -39.1% | +31.0% | -6.5% |
| 6M | -4.3% | -26.4% | +22.1% | -5.5% |
| YTD | -31.6% | +59.7% | -91.4% | -37.5% |
| 1Y | -26.9% | +10.3% | -37.2% | -30.9% |
| 3Y | -57.7% | +228.9% | -286.5% | -65.0% |
| All | -56.7% | +211.3% | -267.9% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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