+158.9%
ADBE vs STM
+662.6%
-503.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.3% |
| 7D | -10.1% | +5.2% | -15.3% | -11.5% |
| 30D | -3.0% | -7.4% | +4.4% | -1.1% |
| 3M | +5.0% | -30.6% | +35.6% | +13.8% |
| 6M | -9.3% | +66.4% | -75.7% | -31.0% |
| YTD | -26.5% | +101.1% | -127.6% | -48.7% |
| 1Y | -28.3% | +97.4% | -125.6% | -50.1% |
| 3Y | -54.1% | +21.1% | -75.2% | -63.8% |
| 5Y | -61.2% | +22.5% | -83.7% | -70.3% |
| All | +158.9% | +662.6% | -503.7% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling