+73.0%
ADBE vs IR
+336.9%
-263.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -3.8% | +1.5% | -5.4% | -4.4% |
| 30D | -2.3% | +9.0% | -11.3% | -5.4% |
| 3M | -13.3% | -0.9% | -12.4% | -13.5% |
| 6M | -6.5% | +13.4% | -19.9% | -11.3% |
| YTD | -32.4% | +8.5% | -40.8% | -36.1% |
| 1Y | -28.0% | +11.3% | -39.3% | -32.7% |
| 3Y | -60.4% | +26.0% | -86.4% | -65.5% |
| 5Y | -63.4% | +47.9% | -111.3% | -70.3% |
| All | +73.0% | +336.9% | -263.9% | +9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling