-28.0%
ADBE vs REPL
+175.2%
-203.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.8% | -0.3% |
| 7D | -3.8% | +12.7% | -16.6% | -3.8% |
| 30D | -2.3% | +73.5% | -75.8% | -2.4% |
| 3M | -13.3% | +70.3% | -83.6% | -13.4% |
| 6M | -6.5% | +472.0% | -478.4% | -7.0% |
| YTD | -32.4% | +139.5% | -171.9% | -26.3% |
| 1Y | -28.0% | +167.3% | -195.3% | -21.2% |
| All | -28.0% | +175.2% | -203.2% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling