+152.5%
ADBE vs CAPR
-77.1%
+229.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.6% | +0.1% | -3.4% |
| 7D | -10.1% | -9.5% | -0.6% | -10.0% |
| 30D | -3.0% | +121.5% | -124.5% | -4.3% |
| 3M | +5.0% | -65.4% | +70.4% | +5.5% |
| 6M | -9.3% | -67.5% | +58.2% | -8.8% |
| YTD | -26.5% | -68.6% | +42.1% | -26.1% |
| 1Y | -28.3% | +42.7% | -70.9% | -32.2% |
| 3Y | -54.1% | +43.4% | -97.4% | -57.9% |
| 5Y | -61.2% | +86.0% | -147.2% | -65.1% |
| 10Y | +152.5% | -77.4% | +229.9% | +117.3% |
| All | +152.5% | -77.1% | +229.6% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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