-25.9%
ADBE vs SO
+3.3%
-29.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +0.9% |
| 7D | -0.5% | +1.7% | -2.3% | -0.3% |
| 30D | +4.1% | +11.1% | -7.1% | +6.0% |
| 3M | -3.5% | +0.7% | -4.2% | -3.8% |
| 6M | -2.2% | -1.4% | -0.8% | -2.2% |
| YTD | -29.0% | +9.4% | -38.4% | -26.1% |
| 1Y | -25.9% | +3.7% | -29.6% | -21.5% |
| All | -25.9% | +3.3% | -29.2% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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