+132.9%
ADBE vs STM
+467.4%
-334.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -3.2% | +16.3% | -19.5% | -7.5% |
| 30D | +1.0% | -6.3% | +7.2% | +1.6% |
| 3M | -7.8% | -14.1% | +6.3% | -5.7% |
| 6M | -1.0% | -19.6% | +18.6% | -2.4% |
| YTD | -31.8% | +80.1% | -112.0% | -51.9% |
| 1Y | -29.2% | +95.4% | -124.6% | -51.7% |
| 3Y | -60.1% | +14.7% | -74.7% | -68.9% |
| 5Y | -63.7% | -5.4% | -58.3% | -70.1% |
| All | +132.9% | +467.4% | -334.5% | +7.3% |
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