-48.1%
ADBE vs AUR
-36.7%
-11.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -2.1% |
| 7D | -12.9% | +0.2% | -13.1% | -12.9% |
| 30D | -5.6% | -8.9% | +3.3% | -4.9% |
| 3M | +6.6% | +4.6% | +2.0% | +5.3% |
| 6M | -9.6% | +44.9% | -54.4% | -14.8% |
| YTD | -28.9% | +64.8% | -93.7% | -34.3% |
| 1Y | -28.9% | +16.4% | -45.3% | -31.9% |
| 3Y | -55.6% | +85.1% | -140.7% | -64.2% |
| 5Y | -62.2% | -36.1% | -26.1% | -66.4% |
| All | -48.1% | -36.7% | -11.4% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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