-25.9%
ADBE vs RF
+25.4%
-51.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.6% | +0.7% |
| 7D | -0.5% | +2.3% | -2.8% | -0.9% |
| 30D | +4.1% | +7.2% | -3.2% | +2.8% |
| 3M | -3.5% | -8.2% | +4.7% | -2.8% |
| 6M | -2.2% | +7.0% | -9.2% | -2.9% |
| YTD | -29.0% | +10.3% | -39.3% | -31.6% |
| 1Y | -25.9% | +25.1% | -51.0% | -34.3% |
| All | -25.9% | +25.4% | -51.3% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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