-61.2%
ADBE vs IR
+46.5%
-107.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -2.8% |
| 7D | -10.1% | +0.6% | -10.7% | -10.3% |
| 30D | -3.0% | -13.6% | +10.6% | +2.7% |
| 3M | +5.0% | +3.7% | +1.3% | +2.4% |
| 6M | -9.3% | -13.1% | +3.8% | -5.6% |
| YTD | -26.5% | -5.1% | -21.4% | -27.8% |
| 1Y | -28.3% | -6.5% | -21.8% | -29.3% |
| 3Y | -54.1% | +8.5% | -62.6% | -61.6% |
| 5Y | -61.2% | +43.3% | -104.5% | -73.4% |
| All | -61.2% | +46.5% | -107.7% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling