-50.5%
ADBE vs COMP
-52.0%
+1.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +10.7% | -13.6% | -4.4% |
| 7D | -4.4% | +13.4% | -17.8% | -6.2% |
| 30D | +2.8% | +11.1% | -8.3% | +1.1% |
| 3M | -8.0% | -18.8% | +10.8% | -5.8% |
| 6M | -4.3% | +10.5% | -14.8% | -6.7% |
| YTD | -31.6% | -3.4% | -28.2% | -33.0% |
| 1Y | -26.9% | +19.7% | -46.6% | -30.7% |
| 3Y | -57.7% | +381.6% | -439.3% | -69.7% |
| 5Y | -63.9% | -17.6% | -46.3% | -68.4% |
| All | -50.5% | -52.0% | +1.5% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling