+219.6%
ADBE vs RUN
-31.9%
+251.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.7% |
| 7D | -8.6% | +1.3% | -9.8% | -8.7% |
| 30D | +2.8% | -15.3% | +18.0% | +4.3% |
| 3M | +3.1% | -40.0% | +43.1% | +7.9% |
| 6M | -2.4% | -27.0% | +24.5% | -0.8% |
| YTD | -23.9% | -51.7% | +27.8% | -20.2% |
| 1Y | -22.6% | -45.9% | +23.3% | -20.8% |
| 3Y | -52.7% | -43.8% | -8.9% | -58.3% |
| 5Y | -60.0% | -80.5% | +20.5% | -61.6% |
| 10Y | +157.3% | +45.3% | +112.1% | +85.1% |
| All | +219.6% | -31.9% | +251.6% | +133.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling