-61.5%
ADBE vs SPY
+81.0%
-142.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.4% |
| 7D | -8.9% | -0.4% | -8.5% | -8.5% |
| 30D | -6.6% | -1.4% | -5.3% | -5.0% |
| 3M | +7.1% | +3.7% | +3.4% | +1.9% |
| 6M | -9.8% | +13.0% | -22.8% | -23.2% |
| YTD | -27.2% | +12.4% | -39.6% | -37.7% |
| 1Y | -28.0% | +18.5% | -46.5% | -42.8% |
| 3Y | -54.5% | +77.6% | -132.1% | -79.8% |
| 5Y | -61.5% | +81.7% | -143.2% | -82.3% |
| All | -61.5% | +81.0% | -142.5% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling