-60.9%
ADBE vs MO
+99.8%
-160.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | -2.5% | +7.1% | -9.7% | -2.9% |
| 3M | +15.3% | -2.0% | +17.2% | +15.6% |
| 6M | -7.8% | +7.3% | -15.2% | -7.6% |
| YTD | -27.9% | +23.5% | -51.4% | -28.0% |
| 1Y | -28.0% | +11.0% | -39.0% | -27.8% |
| 3Y | -55.3% | +95.0% | -150.3% | -57.4% |
| All | -60.9% | +99.8% | -160.7% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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