+127.4%
ADBE vs COO
+38.3%
+89.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -3.8% | +4.5% | -8.3% | -6.0% |
| 30D | -2.3% | +16.9% | -19.2% | -9.7% |
| 3M | -13.3% | -16.7% | +3.4% | -5.8% |
| 6M | -6.5% | +5.9% | -12.4% | -10.7% |
| YTD | -32.4% | -22.4% | -9.9% | -24.3% |
| 1Y | -28.0% | -10.1% | -17.9% | -25.5% |
| 3Y | -60.4% | -22.8% | -37.6% | -58.3% |
| 5Y | -63.4% | -41.4% | -22.0% | -55.3% |
| 10Y | +127.4% | +41.3% | +86.2% | +71.9% |
| All | +127.4% | +38.3% | +89.1% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling