-61.4%
ADBE vs AU
+682.2%
-743.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -2.3% |
| 7D | -12.9% | -7.0% | -5.9% | -12.8% |
| 30D | -5.6% | +7.3% | -12.9% | -5.8% |
| 3M | +6.6% | +33.2% | -26.6% | +5.9% |
| 6M | -9.6% | -0.6% | -8.9% | -9.5% |
| YTD | -28.9% | +26.2% | -55.1% | -29.9% |
| 1Y | -28.9% | +68.3% | -97.2% | -31.2% |
| 3Y | -55.6% | +592.1% | -647.7% | -61.8% |
| All | -61.4% | +682.2% | -743.6% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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