-61.2%
ADBE vs M
+24.8%
-86.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -3.0% |
| 7D | -10.1% | +2.4% | -12.4% | -10.5% |
| 30D | -3.0% | -11.6% | +8.6% | -0.9% |
| 3M | +5.0% | +1.6% | +3.4% | +4.1% |
| 6M | -9.3% | +25.2% | -34.5% | -13.9% |
| YTD | -26.5% | +3.8% | -30.2% | -27.9% |
| 1Y | -28.3% | +36.3% | -64.6% | -33.6% |
| 3Y | -54.1% | +116.3% | -170.4% | -63.7% |
| 5Y | -61.2% | +28.2% | -89.4% | -64.9% |
| All | -61.2% | +24.8% | -86.0% | -64.9% |
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