-61.2%
ADBE vs S
-72.3%
+11.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -2.9% |
| 7D | -10.1% | -5.8% | -4.3% | -8.6% |
| 30D | -3.0% | -9.2% | +6.2% | -0.6% |
| 3M | +5.0% | +23.4% | -18.4% | -1.3% |
| 6M | -9.3% | +36.9% | -46.2% | -17.7% |
| YTD | -26.5% | +29.5% | -56.0% | -32.4% |
| 1Y | -28.3% | +5.4% | -33.7% | -30.9% |
| 3Y | -54.1% | +14.7% | -68.8% | -59.1% |
| 5Y | -61.2% | -71.5% | +10.3% | -55.2% |
| All | -61.2% | -72.3% | +11.1% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling