+10,186.9%
ADBE vs SPG
+5,256.9%
+4,930.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -6.4% |
| 7D | -8.6% | -2.4% | -6.2% | -7.8% |
| 30D | +2.8% | -6.8% | +9.6% | +5.2% |
| 3M | +3.1% | +2.7% | +0.5% | +2.2% |
| 6M | -2.4% | +5.5% | -7.9% | -4.6% |
| YTD | -23.9% | +15.7% | -39.6% | -27.8% |
| 1Y | -22.6% | +20.9% | -43.5% | -27.8% |
| 3Y | -52.7% | +112.4% | -165.1% | -63.8% |
| 5Y | -60.0% | +101.4% | -161.4% | -69.0% |
| 10Y | +157.3% | +60.6% | +96.7% | +89.3% |
| All | +10,186.9% | +5,256.9% | +4,930.0% | +1,670.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling