+137.3%
ADBE vs M
-7.1%
+144.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | +1.6% | +7.0% | -5.4% | +0.8% |
| 30D | +1.0% | +8.9% | -7.9% | -0.1% |
| 3M | -10.1% | +4.5% | -14.6% | -10.8% |
| 6M | +3.0% | +36.2% | -33.2% | -1.2% |
| YTD | -30.5% | +15.1% | -45.7% | -32.3% |
| 1Y | -27.1% | +27.4% | -54.6% | -29.9% |
| 3Y | -58.8% | +160.1% | -219.0% | -64.4% |
| 5Y | -63.0% | -1.6% | -61.5% | -65.6% |
| All | +137.3% | -7.1% | +144.4% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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