-25.9%
ADBE vs NTRS
+43.5%
-69.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.2% | +1.1% |
| 7D | -0.5% | +3.6% | -4.1% | -0.3% |
| 30D | +4.1% | +4.3% | -0.2% | +4.3% |
| 3M | -3.5% | -1.9% | -1.6% | -3.8% |
| 6M | -2.2% | +11.4% | -13.6% | -3.2% |
| YTD | -29.0% | +32.3% | -61.3% | -32.3% |
| 1Y | -25.9% | +42.5% | -68.4% | -31.3% |
| All | -25.9% | +43.5% | -69.4% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling