+19,870.7%
ADBE vs COO
+5,493.5%
+14,377.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.1% |
| 7D | -5.6% | +4.3% | -9.9% | -6.1% |
| 30D | -2.0% | +17.6% | -19.6% | -3.9% |
| 3M | -10.5% | -13.9% | +3.4% | -9.1% |
| 6M | -6.2% | +6.6% | -12.8% | -7.1% |
| YTD | -32.2% | -22.0% | -10.2% | -30.4% |
| 1Y | -27.4% | -8.8% | -18.6% | -26.8% |
| 3Y | -58.9% | -21.5% | -37.4% | -58.2% |
| 5Y | -64.5% | -41.0% | -23.5% | -62.6% |
| 10Y | +120.0% | +40.9% | +79.1% | +113.7% |
| All | +19,870.7% | +5,493.5% | +14,377.2% | +16,086.0% |
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 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