+6,120.8%
ADBE vs M
+442.1%
+5,678.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.1% | -8.9% | -2.7% |
| 7D | -5.6% | +2.5% | -8.2% | -6.3% |
| 30D | -2.0% | +10.1% | -12.1% | -4.4% |
| 3M | -10.5% | -0.9% | -9.6% | -10.8% |
| 6M | -6.2% | +30.2% | -36.4% | -12.9% |
| YTD | -32.2% | +16.3% | -48.5% | -35.9% |
| 1Y | -27.4% | +27.0% | -54.4% | -32.9% |
| 3Y | -58.9% | +154.5% | -213.4% | -69.5% |
| 5Y | -64.5% | -1.1% | -63.4% | -68.8% |
| 10Y | +120.0% | +0.5% | +119.5% | +55.1% |
| All | +6,120.8% | +442.1% | +5,678.7% | +1,770.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling