-22.6%
ADBE vs COO
+4.1%
-26.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.1% |
| 7D | -8.6% | -2.2% | -6.4% | -7.7% |
| 30D | +2.8% | -7.0% | +9.8% | +5.8% |
| 3M | +3.1% | +12.2% | -9.1% | -0.6% |
| 6M | -2.4% | -15.1% | +12.7% | +6.9% |
| YTD | -23.9% | -15.1% | -8.8% | -16.7% |
| 1Y | -22.6% | +2.3% | -24.9% | -21.0% |
| All | -22.6% | +4.1% | -26.7% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling