-64.5%
ADBE vs SAP
+73.0%
-137.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -2.0% |
| 7D | -5.6% | +1.6% | -7.3% | -6.7% |
| 30D | -2.0% | +10.5% | -12.6% | -8.4% |
| 3M | -10.5% | +15.2% | -25.7% | -18.4% |
| 6M | -6.2% | +36.7% | -42.9% | -23.5% |
| YTD | -32.2% | -0.6% | -31.6% | -33.6% |
| 1Y | -27.4% | -4.1% | -23.3% | -27.2% |
| 3Y | -58.9% | +73.2% | -132.2% | -74.8% |
| 5Y | -64.5% | +74.1% | -138.6% | -79.1% |
| All | -64.5% | +73.0% | -137.4% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling