+522.7%
ADBE vs CAPR
-99.1%
+621.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.7% | -7.5% | -2.9% |
| 7D | -4.4% | +41.1% | -45.4% | -4.7% |
| 30D | +2.8% | +11.1% | -8.3% | +2.7% |
| 3M | -8.0% | +115.3% | -123.4% | -9.0% |
| 6M | -4.3% | -73.8% | +69.5% | -3.8% |
| YTD | -31.6% | -68.8% | +37.2% | -31.5% |
| 1Y | -26.9% | +43.3% | -70.2% | -29.6% |
| 3Y | -57.7% | +214.7% | -272.4% | -60.2% |
| 5Y | -63.9% | +141.3% | -205.2% | -66.2% |
| 10Y | +125.3% | -67.0% | +192.4% | +106.2% |
| All | +522.7% | -99.1% | +621.8% | +474.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling