+19,973.4%
ADBE vs SAN
+1,723.1%
+18,250.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +1.3% |
| 7D | -3.2% | +1.0% | -4.2% | -3.6% |
| 30D | +1.0% | -9.4% | +10.3% | +3.9% |
| 3M | -7.8% | -17.1% | +9.3% | -2.5% |
| 6M | -1.0% | +2.2% | -3.1% | -3.2% |
| YTD | -31.8% | +6.0% | -37.8% | -35.1% |
| 1Y | -29.2% | +12.7% | -41.9% | -34.1% |
| 3Y | -60.1% | +242.1% | -302.2% | -75.4% |
| 5Y | -63.7% | +293.6% | -357.3% | -79.4% |
| 10Y | +130.1% | +266.1% | -136.0% | +21.6% |
| All | +19,973.4% | +1,723.1% | +18,250.3% | +5,190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 all: compounded portfolio wealth divided by compounded SAN 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…
all analysis · Full analysis span regression · 6 months rolling