-63.2%
ADBE vs COMP
-10.9%
-52.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.7% |
| 7D | +1.6% | 0.0% | +1.6% | +1.5% |
| 30D | +1.0% | +16.6% | -15.6% | -1.5% |
| 3M | -10.1% | -23.5% | +13.4% | -7.2% |
| 6M | +3.0% | +25.7% | -22.8% | -1.4% |
| YTD | -30.5% | -3.4% | -27.1% | -32.0% |
| 1Y | -27.1% | +7.6% | -34.7% | -29.9% |
| 3Y | -58.8% | +423.6% | -482.4% | -71.3% |
| All | -63.2% | -10.9% | -52.2% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling