-64.1%
ADBE vs P
+247.4%
-311.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.5% | -6.4% | -3.4% |
| 7D | -4.4% | -23.8% | +19.4% | -0.9% |
| 30D | +2.8% | -36.6% | +39.4% | +9.0% |
| 3M | -8.0% | +10.9% | -18.9% | -12.2% |
| 6M | -4.3% | +30.0% | -34.3% | -13.1% |
| YTD | -31.6% | +44.4% | -76.0% | -40.1% |
| 1Y | -26.9% | +3.9% | -30.8% | -32.1% |
| 3Y | -57.7% | +176.6% | -234.3% | -74.6% |
| All | -64.1% | +247.4% | -311.5% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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