-49.0%
ADBE vs COMP
-56.6%
+7.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.2% | +7.3% | +0.3% |
| 7D | -0.7% | -1.8% | +1.1% | -0.5% |
| 30D | +3.5% | -0.8% | +4.2% | +3.4% |
| 3M | -5.0% | -28.1% | +23.2% | -0.9% |
| 6M | -3.6% | +27.0% | -30.6% | -8.2% |
| YTD | -29.6% | -12.8% | -16.8% | -29.9% |
| 1Y | -26.6% | +4.9% | -31.4% | -29.0% |
| 3Y | -56.3% | +321.0% | -377.3% | -68.1% |
| 5Y | -62.8% | -25.6% | -37.2% | -67.0% |
| All | -49.0% | -56.6% | +7.6% | -54.1% |
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