+20,839.3%
ADBE vs NTRS
+7,716.8%
+13,122.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.7% | -2.9% |
| 7D | -12.9% | +0.3% | -13.3% | -13.0% |
| 30D | -5.6% | +0.2% | -5.8% | -5.8% |
| 3M | +6.6% | +13.2% | -6.6% | +0.6% |
| 6M | -9.6% | +36.9% | -46.5% | -21.8% |
| YTD | -28.9% | +39.1% | -68.0% | -39.2% |
| 1Y | -28.9% | +50.4% | -79.4% | -41.3% |
| 3Y | -55.6% | +166.8% | -222.4% | -72.1% |
| 5Y | -62.2% | +92.9% | -155.1% | -73.4% |
| 10Y | +150.4% | +255.7% | -105.3% | +25.5% |
| All | +20,839.3% | +7,716.8% | +13,122.5% | +2,351.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling