-64.5%
ADBE vs IR
+51.1%
-115.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -2.5% |
| 7D | -5.6% | +5.0% | -10.6% | -7.4% |
| 30D | -2.0% | +10.3% | -12.4% | -6.0% |
| 3M | -10.5% | -0.1% | -10.4% | -10.9% |
| 6M | -6.2% | +14.8% | -21.0% | -12.4% |
| YTD | -32.2% | +9.7% | -41.9% | -37.3% |
| 1Y | -27.4% | +12.2% | -39.6% | -33.8% |
| 3Y | -58.9% | +30.0% | -88.9% | -68.4% |
| 5Y | -64.5% | +46.8% | -111.3% | -74.8% |
| All | -64.5% | +51.1% | -115.6% | -74.8% |
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