-58.9%
ADBE vs SAP
+72.5%
-131.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.8% |
| 7D | -5.6% | +1.6% | -7.3% | -6.6% |
| 30D | -2.0% | +10.5% | -12.6% | -7.6% |
| 3M | -10.5% | +15.2% | -25.7% | -17.4% |
| 6M | -6.2% | +36.7% | -42.9% | -21.3% |
| YTD | -32.2% | -0.6% | -31.6% | -35.0% |
| 1Y | -27.4% | -4.1% | -23.3% | -29.2% |
| 3Y | -58.9% | +73.2% | -132.2% | -72.0% |
| All | -58.9% | +72.5% | -131.4% | -72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling