-54.1%
ADBE vs SPG
+112.2%
-166.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.6% | -3.8% |
| 7D | -10.1% | 0.0% | -10.1% | -10.1% |
| 30D | -3.0% | -4.9% | +2.0% | -1.7% |
| 3M | +5.0% | +3.3% | +1.7% | +4.3% |
| 6M | -9.3% | +11.2% | -20.5% | -12.1% |
| YTD | -26.5% | +17.1% | -43.5% | -30.0% |
| 1Y | -28.3% | +21.6% | -49.9% | -32.6% |
| 3Y | -54.1% | +111.9% | -166.0% | -63.1% |
| All | -54.1% | +112.2% | -166.3% | -63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling