+120.0%
ADBE vs B
+183.2%
-63.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -1.2% |
| 7D | -5.6% | +11.3% | -17.0% | -6.5% |
| 30D | -2.0% | +2.9% | -5.0% | -2.4% |
| 3M | -10.5% | -2.9% | -7.7% | -10.5% |
| 6M | -6.2% | -1.2% | -5.0% | -6.5% |
| YTD | -32.2% | -1.3% | -30.9% | -32.8% |
| 1Y | -27.4% | +30.4% | -57.8% | -30.2% |
| 3Y | -58.9% | +195.3% | -254.2% | -64.6% |
| 5Y | -64.5% | +146.2% | -210.7% | -69.2% |
| 10Y | +120.0% | +200.5% | -80.4% | +93.0% |
| All | +120.0% | +183.2% | -63.2% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling