-64.2%
ADBE vs S
-69.1%
+5.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.3% |
| 7D | -4.4% | -13.4% | +9.1% | -0.9% |
| 30D | +2.8% | -14.0% | +16.8% | +6.3% |
| 3M | -8.0% | +4.9% | -12.9% | -10.4% |
| 6M | -4.3% | +42.0% | -46.4% | -14.7% |
| YTD | -31.6% | +45.1% | -76.8% | -39.7% |
| 1Y | -26.9% | +33.1% | -60.0% | -34.6% |
| 3Y | -57.7% | +40.6% | -98.3% | -64.7% |
| All | -64.2% | -69.1% | +5.0% | -56.8% |
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