-64.1%
ADBE vs M
-11.5%
-52.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -2.0% |
| 7D | -4.4% | -4.3% | -0.1% | -3.7% |
| 30D | +2.8% | +1.3% | +1.5% | +2.5% |
| 3M | -8.0% | -7.4% | -0.7% | -7.0% |
| 6M | -4.3% | +18.3% | -22.7% | -8.4% |
| YTD | -31.6% | +7.6% | -39.2% | -33.6% |
| 1Y | -26.9% | +17.4% | -44.3% | -30.4% |
| 3Y | -57.7% | +108.4% | -166.0% | -66.7% |
| All | -64.1% | -11.5% | -52.6% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling