-22.6%
ADBE vs STM
+107.3%
-129.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.9% | -8.6% | -6.5% |
| 7D | -8.6% | +5.8% | -14.4% | -8.0% |
| 30D | +2.8% | -1.0% | +3.8% | +2.7% |
| 3M | +3.1% | -33.3% | +36.4% | +1.3% |
| 6M | -2.4% | +57.4% | -59.8% | -6.9% |
| YTD | -23.9% | +102.2% | -126.0% | -30.6% |
| 1Y | -22.6% | +99.6% | -122.2% | -29.6% |
| All | -22.6% | +107.3% | -129.9% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling