+129.2%
ADBE vs RF
+241.0%
-111.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -4.4% | -1.3% | -3.0% | -4.0% |
| 30D | -0.2% | +4.6% | -4.9% | -1.4% |
| 3M | -9.9% | -8.4% | -1.5% | -7.9% |
| 6M | -3.5% | +8.9% | -12.3% | -5.8% |
| YTD | -32.1% | +8.8% | -40.9% | -34.0% |
| 1Y | -28.7% | +18.9% | -47.6% | -32.4% |
| 3Y | -60.2% | +116.0% | -176.2% | -68.2% |
| 5Y | -63.1% | +46.0% | -109.1% | -67.8% |
| 10Y | +129.2% | +231.7% | -102.6% | +66.4% |
| All | +129.2% | +241.0% | -111.9% | +66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling