-59.6%
ADBE vs S
-49.1%
-10.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.8% | +1.4% | -5.2% | -4.4% |
| 30D | -2.3% | -10.8% | +8.5% | -0.1% |
| 3M | -13.3% | +5.4% | -18.7% | -15.6% |
| 6M | -6.5% | +41.2% | -47.7% | -16.1% |
| YTD | -32.4% | +56.2% | -88.6% | -41.2% |
| 1Y | -28.0% | +36.3% | -64.3% | -35.7% |
| 3Y | -60.4% | +49.4% | -109.8% | -67.1% |
| 5Y | -63.4% | -66.9% | +3.4% | -61.6% |
| All | -59.6% | -49.1% | -10.5% | -59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling