-25.9%
ADBE vs S
+36.5%
-62.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.5% |
| 7D | -0.5% | -8.2% | +7.7% | +1.6% |
| 30D | +4.1% | -7.6% | +11.7% | +5.8% |
| 3M | -3.5% | +12.0% | -15.5% | -8.0% |
| 6M | -2.2% | +50.6% | -52.7% | -15.2% |
| YTD | -29.0% | +56.6% | -85.6% | -41.0% |
| 1Y | -25.9% | +39.2% | -65.1% | -39.5% |
| All | -25.9% | +36.5% | -62.4% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling