-58.5%
ADBE vs S
-51.7%
-6.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +1.6% | +2.0% | -0.4% | +0.9% |
| 30D | +1.0% | -2.7% | +3.7% | +1.0% |
| 3M | -10.1% | -6.9% | -3.3% | -9.8% |
| 6M | +3.0% | +38.1% | -35.1% | -7.2% |
| YTD | -30.5% | +48.0% | -78.5% | -38.9% |
| 1Y | -27.1% | +34.5% | -61.6% | -34.7% |
| 3Y | -58.8% | +38.3% | -97.1% | -65.1% |
| 5Y | -63.0% | -70.9% | +7.9% | -60.2% |
| All | -58.5% | -51.7% | -6.8% | -57.4% |
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