+6,172.7%
ADBE vs M
+401.4%
+5,771.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -1.9% |
| 7D | -4.4% | -4.3% | -0.1% | -3.5% |
| 30D | +2.8% | +1.3% | +1.5% | +2.4% |
| 3M | -8.0% | -7.4% | -0.7% | -6.8% |
| 6M | -4.3% | +18.3% | -22.7% | -9.1% |
| YTD | -31.6% | +7.6% | -39.2% | -34.1% |
| 1Y | -26.9% | +17.4% | -44.3% | -31.1% |
| 3Y | -57.7% | +108.4% | -166.0% | -67.1% |
| 5Y | -63.9% | -10.6% | -53.3% | -67.5% |
| 10Y | +125.3% | -3.2% | +128.5% | +59.8% |
| All | +6,172.7% | +401.4% | +5,771.3% | +1,821.6% |
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 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