-29.2%
ADBE vs SAP
-5.9%
-23.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.2% | -3.9% | +0.7% | -0.6% |
| 30D | +1.0% | +6.5% | -5.6% | -3.3% |
| 3M | -7.8% | +14.7% | -22.5% | -15.9% |
| 6M | -1.0% | +39.9% | -40.9% | -20.5% |
| YTD | -31.8% | -2.0% | -29.9% | -37.6% |
| 1Y | -29.2% | -6.0% | -23.2% | -32.7% |
| All | -29.2% | -5.9% | -23.3% | -32.7% |
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