-52.4%
ADBE vs STM
+23.1%
-75.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.9% | -8.6% | -6.9% |
| 7D | -8.6% | +5.8% | -14.4% | -8.9% |
| 30D | +2.8% | -1.0% | +3.8% | +2.7% |
| 3M | +3.1% | -33.3% | +36.4% | +6.2% |
| 6M | -2.4% | +57.4% | -59.8% | -13.4% |
| YTD | -23.9% | +102.2% | -126.0% | -36.1% |
| 1Y | -22.6% | +99.6% | -122.2% | -35.3% |
| All | -52.4% | +23.1% | -75.6% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling