-63.7%
ADBE vs RF
+45.4%
-109.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | -3.2% | +0.4% | -3.6% | -3.3% |
| 30D | +1.0% | +5.6% | -4.6% | -0.9% |
| 3M | -7.8% | -8.9% | +1.1% | -5.0% |
| 6M | -1.0% | +7.1% | -8.0% | -3.5% |
| YTD | -31.8% | +8.3% | -40.2% | -34.3% |
| 1Y | -29.2% | +16.8% | -46.1% | -33.7% |
| 3Y | -60.1% | +115.0% | -175.1% | -70.7% |
| 5Y | -63.7% | +46.4% | -110.1% | -69.3% |
| All | -63.7% | +45.4% | -109.1% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling