+181.0%
ADBE vs P
+469.1%
-288.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.5% | -6.4% | -3.6% |
| 7D | -4.4% | -23.8% | +19.4% | +0.5% |
| 30D | +2.8% | -36.6% | +39.4% | +11.5% |
| 3M | -8.0% | +10.9% | -18.9% | -13.0% |
| 6M | -4.3% | +30.0% | -34.3% | -14.9% |
| YTD | -31.6% | +44.4% | -76.0% | -41.6% |
| 1Y | -26.9% | +3.9% | -30.8% | -33.6% |
| 3Y | -57.7% | +176.6% | -234.3% | -73.3% |
| 5Y | -63.9% | +249.3% | -313.2% | -79.1% |
| 10Y | +125.3% | +726.9% | -601.6% | +1.8% |
| All | +181.0% | +469.1% | -288.1% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling