+19,818.5%
ADBE vs COO
+5,462.0%
+14,356.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -3.8% | +4.5% | -8.3% | -4.3% |
| 30D | -2.3% | +16.9% | -19.2% | -4.1% |
| 3M | -13.3% | -16.7% | +3.4% | -11.6% |
| 6M | -6.5% | +5.9% | -12.4% | -7.3% |
| YTD | -32.4% | -22.4% | -9.9% | -30.5% |
| 1Y | -28.0% | -10.1% | -17.9% | -27.3% |
| 3Y | -60.4% | -22.8% | -37.6% | -59.5% |
| 5Y | -63.4% | -41.4% | -22.0% | -61.5% |
| 10Y | +127.4% | +41.3% | +86.2% | +120.9% |
| All | +19,818.5% | +5,462.0% | +14,356.5% | +16,054.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling