-61.4%
ADBE vs QSR
+39.7%
-101.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.0% |
| 7D | -12.9% | -4.7% | -8.2% | -10.8% |
| 30D | -5.6% | +4.3% | -10.0% | -7.8% |
| 3M | +6.6% | +5.4% | +1.2% | +3.7% |
| 6M | -9.6% | +8.2% | -17.7% | -13.6% |
| YTD | -28.9% | +14.1% | -43.0% | -34.2% |
| 1Y | -28.9% | +28.1% | -57.0% | -38.5% |
| 3Y | -55.6% | +25.3% | -80.9% | -62.2% |
| All | -61.4% | +39.7% | -101.1% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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