+156.4%
ADBE vs D
+34.1%
+122.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | -8.9% | -0.4% | -8.5% | -8.8% |
| 30D | -6.6% | -2.1% | -4.6% | -6.2% |
| 3M | +7.1% | -0.7% | +7.9% | +7.2% |
| 6M | -9.8% | +5.6% | -15.3% | -11.3% |
| YTD | -27.2% | +14.6% | -41.7% | -29.9% |
| 1Y | -28.0% | +15.3% | -43.4% | -30.9% |
| 3Y | -54.5% | +59.1% | -113.6% | -60.8% |
| 5Y | -61.5% | +3.9% | -65.4% | -62.2% |
| 10Y | +156.4% | +38.5% | +118.0% | +129.7% |
| All | +156.4% | +34.1% | +122.4% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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