+148.0%
ADBE vs SPY
+318.9%
-170.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.6% |
| 7D | -12.9% | -2.0% | -10.9% | -10.7% |
| 30D | -5.6% | -1.7% | -4.0% | -3.6% |
| 3M | +6.6% | +4.7% | +1.9% | +0.1% |
| 6M | -9.6% | +12.5% | -22.1% | -22.7% |
| YTD | -28.9% | +11.7% | -40.6% | -38.8% |
| 1Y | -28.9% | +17.5% | -46.4% | -42.7% |
| 3Y | -55.6% | +76.6% | -132.2% | -79.0% |
| 5Y | -62.2% | +82.0% | -144.3% | -82.2% |
| All | +148.0% | +318.9% | -170.8% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling