-64.1%
ADBE vs STM
-15.6%
-48.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -3.8% |
| 7D | -4.4% | -10.7% | +6.4% | -2.5% |
| 30D | +2.8% | -25.7% | +28.5% | +8.5% |
| 3M | -8.0% | -21.6% | +13.5% | -4.8% |
| 6M | -4.3% | -27.8% | +23.5% | -4.1% |
| YTD | -31.6% | +61.8% | -93.4% | -49.3% |
| 1Y | -26.9% | +78.1% | -105.0% | -47.8% |
| 3Y | -57.7% | +4.9% | -62.6% | -65.3% |
| All | -64.1% | -15.6% | -48.5% | -67.0% |
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