-58.8%
ADBE vs SPGI
+30.0%
-88.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.2% |
| 7D | +1.6% | +1.2% | +0.3% | +0.8% |
| 30D | +1.0% | +15.9% | -14.9% | -7.7% |
| 3M | -10.1% | +12.3% | -22.4% | -16.2% |
| 6M | +3.0% | +23.7% | -20.7% | -9.2% |
| YTD | -30.5% | -3.5% | -27.0% | -30.4% |
| 1Y | -27.1% | +0.4% | -27.5% | -28.5% |
| 3Y | -58.8% | +29.9% | -88.7% | -66.0% |
| All | -58.8% | +30.0% | -88.8% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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