+22,327.1%
ADBE vs SPGI
+14,090.3%
+8,236.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.6% | -5.2% | -5.9% |
| 7D | -8.6% | +0.1% | -8.7% | -8.6% |
| 30D | +2.8% | +8.4% | -5.6% | -1.4% |
| 3M | +3.1% | +11.8% | -8.7% | -2.8% |
| 6M | -2.4% | +5.7% | -8.1% | -5.1% |
| YTD | -23.9% | -9.7% | -14.2% | -20.1% |
| 1Y | -22.6% | -12.5% | -10.1% | -17.7% |
| 3Y | -52.7% | +21.8% | -74.5% | -57.9% |
| 5Y | -60.0% | +8.2% | -68.2% | -62.0% |
| 10Y | +157.3% | +309.5% | -152.2% | +28.1% |
| All | +22,327.1% | +14,090.3% | +8,236.8% | +1,384.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling