-56.8%
ADBE vs ARM
+256.1%
-312.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.5% |
| 7D | -3.2% | +19.8% | -23.0% | -3.9% |
| 30D | +1.0% | -21.8% | +22.7% | +1.8% |
| 3M | -7.8% | -26.5% | +18.7% | -7.0% |
| 6M | -1.0% | -3.9% | +3.0% | -3.7% |
| YTD | -31.8% | +82.8% | -114.6% | -38.0% |
| 1Y | -29.2% | +34.3% | -63.5% | -33.8% |
| 3Y | -60.1% | +282.2% | -342.3% | -67.2% |
| All | -56.8% | +256.1% | -312.9% | -64.0% |
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