-52.8%
ADBE vs RF
+86.8%
-139.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.7% | -6.7% |
| 7D | -8.6% | +1.3% | -9.9% | -8.9% |
| 30D | +2.8% | -3.6% | +6.4% | +3.6% |
| 3M | +3.1% | +8.1% | -5.0% | +1.1% |
| 6M | -2.4% | +11.5% | -13.9% | -5.4% |
| YTD | -23.9% | +15.6% | -39.4% | -27.1% |
| 1Y | -22.6% | +15.7% | -38.3% | -26.1% |
| All | -52.8% | +86.8% | -139.6% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling