-28.7%
ADBE vs SPG
+33.6%
-62.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -4.4% | +2.7% | -7.1% | -4.7% |
| 30D | -0.2% | +16.6% | -16.8% | -2.2% |
| 3M | -9.9% | +8.1% | -18.0% | -11.5% |
| 6M | -3.5% | +19.3% | -22.8% | -2.8% |
| YTD | -32.1% | +31.1% | -63.2% | -34.1% |
| 1Y | -28.7% | +32.8% | -61.5% | -31.3% |
| All | -28.7% | +33.6% | -62.3% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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