-22.6%
ADBE vs IR
-1.2%
-21.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -6.7% |
| 7D | -8.6% | -2.8% | -5.8% | -8.7% |
| 30D | +2.8% | -15.1% | +17.9% | +2.0% |
| 3M | +3.1% | +6.1% | -2.9% | +3.8% |
| 6M | -2.4% | -16.8% | +14.4% | -2.0% |
| YTD | -23.9% | -3.5% | -20.3% | -25.7% |
| 1Y | -22.6% | -3.5% | -19.1% | -25.3% |
| All | -22.6% | -1.2% | -21.4% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling