-51.0%
ADBE vs COMP
-53.0%
+2.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.2% | +0.7% |
| 7D | -3.8% | +7.2% | -11.0% | -5.0% |
| 30D | -2.3% | +6.4% | -8.7% | -3.5% |
| 3M | -13.3% | -19.4% | +6.2% | -11.2% |
| 6M | -6.5% | +14.6% | -21.0% | -9.2% |
| YTD | -32.4% | -5.5% | -26.9% | -33.6% |
| 1Y | -28.0% | +13.7% | -41.7% | -31.3% |
| 3Y | -60.4% | +409.7% | -470.1% | -71.9% |
| 5Y | -63.4% | -17.0% | -46.4% | -68.0% |
| All | -51.0% | -53.0% | +2.0% | -56.4% |
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