+156.4%
ADBE vs SAP
+175.9%
-19.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.2% |
| 7D | -8.9% | -0.3% | -8.6% | -8.7% |
| 30D | -6.6% | +0.3% | -6.9% | -6.7% |
| 3M | +7.1% | +16.9% | -9.8% | -3.0% |
| 6M | -9.8% | +6.3% | -16.1% | -13.5% |
| YTD | -27.2% | -12.4% | -14.8% | -22.1% |
| 1Y | -28.0% | -21.6% | -6.4% | -17.4% |
| 3Y | -54.5% | +54.8% | -109.3% | -68.1% |
| 5Y | -61.5% | +56.2% | -117.6% | -73.7% |
| 10Y | +156.4% | +179.0% | -22.6% | +8.5% |
| All | +156.4% | +175.9% | -19.4% | +8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling