+19,818.5%
ADBE vs SO
+6,358.4%
+13,460.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -3.8% | -0.1% | -3.7% | -3.8% |
| 30D | -2.3% | +8.7% | -11.0% | -5.1% |
| 3M | -13.3% | +3.4% | -16.7% | -14.4% |
| 6M | -6.5% | +3.7% | -10.2% | -7.9% |
| YTD | -32.4% | +10.0% | -42.4% | -35.1% |
| 1Y | -28.0% | +6.6% | -34.6% | -30.2% |
| 3Y | -60.4% | +52.5% | -112.9% | -66.9% |
| 5Y | -63.4% | +76.1% | -139.5% | -71.3% |
| 10Y | +127.4% | +194.9% | -67.5% | +41.7% |
| All | +19,818.5% | +6,358.4% | +13,460.1% | +3,857.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling