+22,327.1%
ADBE vs COO
+5,988.7%
+16,338.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.6% |
| 7D | -8.6% | -2.2% | -6.4% | -8.3% |
| 30D | +2.8% | -7.0% | +9.8% | +3.6% |
| 3M | +3.1% | +12.2% | -9.1% | +1.7% |
| 6M | -2.4% | -15.1% | +12.7% | -0.7% |
| YTD | -23.9% | -15.1% | -8.8% | -22.5% |
| 1Y | -22.6% | +2.3% | -24.9% | -22.9% |
| 3Y | -52.7% | -23.7% | -29.0% | -51.6% |
| 5Y | -60.0% | -38.9% | -21.1% | -58.1% |
| 10Y | +157.3% | +49.9% | +107.4% | +148.3% |
| All | +22,327.1% | +5,988.7% | +16,338.4% | +17,928.8% |
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