-59.7%
ADBE vs STM
+20.8%
-80.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.9% | -8.6% | -7.2% |
| 7D | -8.6% | +5.8% | -14.4% | -9.8% |
| 30D | +2.8% | -1.0% | +3.8% | +2.6% |
| 3M | +3.1% | -33.3% | +36.4% | +11.1% |
| 6M | -2.4% | +57.4% | -59.8% | -22.5% |
| YTD | -23.9% | +102.2% | -126.0% | -45.5% |
| 1Y | -22.6% | +99.6% | -122.2% | -44.9% |
| 3Y | -52.7% | +14.5% | -67.2% | -59.6% |
| All | -59.7% | +20.8% | -80.5% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling