+22,327.1%
ADBE vs OMC
+6,006.3%
+16,320.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.5% | -4.2% | -5.6% |
| 7D | -8.6% | -6.4% | -2.2% | -5.7% |
| 30D | +2.8% | +1.1% | +1.7% | +2.3% |
| 3M | +3.1% | +10.4% | -7.3% | -1.8% |
| 6M | -2.4% | -1.7% | -0.7% | -1.9% |
| YTD | -23.9% | +4.4% | -28.3% | -26.5% |
| 1Y | -22.6% | +8.4% | -31.0% | -27.0% |
| 3Y | -52.7% | +14.4% | -67.1% | -57.5% |
| 5Y | -60.0% | +33.9% | -93.9% | -67.4% |
| 10Y | +157.3% | +34.9% | +122.5% | +90.3% |
| All | +22,327.1% | +6,006.3% | +16,320.8% | +5,118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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