-55.3%
ADBE vs SPYM
+77.4%
-132.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +0.6% |
| 7D | -5.4% | -0.8% | -4.6% | -4.7% |
| 30D | -2.5% | -1.1% | -1.4% | -1.5% |
| 3M | +15.3% | +3.9% | +11.4% | +11.1% |
| 6M | -7.8% | +13.6% | -21.5% | -18.9% |
| YTD | -27.9% | +12.7% | -40.7% | -36.1% |
| 1Y | -28.0% | +17.6% | -45.6% | -39.1% |
| 3Y | -55.3% | +77.2% | -132.6% | -77.8% |
| All | -55.3% | +77.4% | -132.7% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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