-57.7%
ADBE vs STM
+4.7%
-62.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -3.0% |
| 7D | -4.4% | -10.7% | +6.4% | -4.0% |
| 30D | +2.8% | -25.7% | +28.5% | +3.9% |
| 3M | -8.0% | -21.6% | +13.5% | -7.4% |
| 6M | -4.3% | -27.8% | +23.5% | -5.4% |
| YTD | -31.6% | +61.8% | -93.4% | -42.0% |
| 1Y | -26.9% | +78.1% | -105.0% | -39.2% |
| 3Y | -57.7% | +4.9% | -62.6% | -63.3% |
| All | -57.7% | +4.7% | -62.4% | -63.3% |
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 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