+41.9%
ADBE vs NTR
+97.9%
-56.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | -5.4% | -1.3% | -4.1% | -5.1% |
| 30D | -2.5% | +16.8% | -19.3% | -6.1% |
| 3M | +15.3% | +20.7% | -5.5% | +9.9% |
| 6M | -7.8% | +0.5% | -8.4% | -8.7% |
| YTD | -27.9% | +29.2% | -57.1% | -33.4% |
| 1Y | -28.0% | +39.6% | -67.6% | -35.0% |
| 3Y | -55.3% | +37.9% | -93.2% | -60.3% |
| 5Y | -61.7% | +47.1% | -108.8% | -68.9% |
| All | +41.9% | +97.9% | -56.0% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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