-22.6%
ADBE vs SAP
-19.8%
-2.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.1% |
| 7D | -8.6% | -2.9% | -5.7% | -6.8% |
| 30D | +2.8% | +9.0% | -6.2% | -2.8% |
| 3M | +3.1% | +14.9% | -11.8% | -6.7% |
| 6M | -2.4% | +11.9% | -14.3% | -11.8% |
| YTD | -23.9% | -9.9% | -13.9% | -25.1% |
| 1Y | -22.6% | -19.5% | -3.1% | -18.9% |
| All | -22.6% | -19.8% | -2.8% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling