-50.9%
ADBE vs COMP
-49.2%
-1.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.6% |
| 7D | -5.6% | +14.5% | -20.2% | -7.6% |
| 30D | -2.0% | +14.9% | -17.0% | -4.2% |
| 3M | -10.5% | -14.2% | +3.7% | -9.1% |
| 6M | -6.2% | +23.7% | -30.0% | -9.9% |
| YTD | -32.2% | +2.1% | -34.3% | -34.0% |
| 1Y | -27.4% | +26.2% | -53.6% | -31.7% |
| 3Y | -58.9% | +470.9% | -529.8% | -71.4% |
| 5Y | -64.5% | -14.0% | -50.4% | -69.1% |
| All | -50.9% | -49.2% | -1.7% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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