+132.9%
ADBE vs SAP
+236.1%
-103.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.2% | -3.9% | +0.7% | -0.7% |
| 30D | +1.0% | +6.5% | -5.6% | -3.1% |
| 3M | -7.8% | +14.7% | -22.5% | -15.6% |
| 6M | -1.0% | +39.9% | -40.9% | -20.2% |
| YTD | -31.8% | -2.0% | -29.9% | -32.2% |
| 1Y | -29.2% | -6.0% | -23.2% | -27.7% |
| 3Y | -60.1% | +67.7% | -127.7% | -73.4% |
| 5Y | -63.7% | +78.8% | -142.5% | -77.3% |
| All | +132.9% | +236.1% | -103.2% | -14.2% |
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