-54.9%
ADBE vs RUN
-37.3%
-17.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.6% | -0.9% |
| 7D | -8.9% | -1.8% | -7.1% | -8.9% |
| 30D | -6.6% | -10.8% | +4.2% | -6.5% |
| 3M | +7.1% | -30.2% | +37.3% | +7.5% |
| 6M | -9.8% | -22.3% | +12.6% | -9.7% |
| YTD | -27.2% | -52.2% | +25.0% | -26.6% |
| 1Y | -28.0% | -45.1% | +17.1% | -27.7% |
| All | -54.9% | -37.3% | -17.6% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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