+22,327.1%
ADBE vs RF
+1,537.4%
+20,789.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.0% |
| 6M | -2.4% | +11.5% | -13.9% | -5.4% |
| YTD | -23.9% | +15.6% | -39.4% | -27.0% |
| 1Y | -22.6% | +15.7% | -38.3% | -25.9% |
| 3Y | -52.7% | +86.9% | -139.6% | -60.6% |
| 5Y | -60.0% | +89.8% | -149.8% | -67.2% |
| 10Y | +157.3% | +344.7% | -187.4% | +56.9% |
| All | +22,327.1% | +1,537.4% | +20,789.7% | +4,479.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling