+213.0%
ADBE vs P
+485.4%
-272.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.4% | -8.1% | -7.0% |
| 7D | -8.6% | +6.5% | -15.1% | -9.9% |
| 30D | +2.8% | +18.8% | -16.1% | -2.0% |
| 3M | +3.1% | +26.7% | -23.6% | -4.5% |
| 6M | -2.4% | +62.2% | -64.6% | -16.0% |
| YTD | -23.9% | +48.5% | -72.4% | -33.9% |
| 1Y | -22.6% | +26.4% | -49.0% | -31.8% |
| 3Y | -52.7% | +159.4% | -212.1% | -68.8% |
| 5Y | -60.0% | +275.8% | -335.8% | -76.8% |
| 10Y | +157.3% | +732.0% | -574.7% | +18.4% |
| All | +213.0% | +485.4% | -272.4% | +45.3% |
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