+20,037.3%
ADBE vs SO
+6,268.1%
+13,769.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.5% |
| 7D | -4.4% | -1.5% | -2.9% | -3.9% |
| 30D | +2.8% | +8.1% | -5.3% | +0.1% |
| 3M | -8.0% | +0.2% | -8.3% | -8.2% |
| 6M | -4.3% | +0.4% | -4.7% | -4.8% |
| YTD | -31.6% | +8.5% | -40.1% | -34.1% |
| 1Y | -26.9% | +4.9% | -31.8% | -28.7% |
| 3Y | -57.7% | +47.9% | -105.6% | -64.3% |
| 5Y | -63.9% | +75.7% | -139.6% | -71.7% |
| 10Y | +125.3% | +178.0% | -52.7% | +43.6% |
| All | +20,037.3% | +6,268.1% | +13,769.3% | +3,921.2% |
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