+6,110.7%
ADBE vs STM
+1,808.6%
+4,302.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -4.6% |
| 7D | -4.4% | -10.7% | +6.4% | -0.7% |
| 30D | +2.8% | -25.7% | +28.5% | +13.4% |
| 3M | -8.0% | -21.6% | +13.5% | -2.0% |
| 6M | -4.3% | -27.8% | +23.5% | -1.7% |
| YTD | -31.6% | +61.8% | -93.4% | -51.4% |
| 1Y | -26.9% | +78.1% | -105.0% | -50.3% |
| 3Y | -57.7% | +4.9% | -62.6% | -67.2% |
| 5Y | -63.9% | -14.3% | -49.6% | -70.0% |
| 10Y | +125.3% | +414.1% | -288.7% | -23.2% |
| All | +6,110.7% | +1,808.6% | +4,302.1% | +1,145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling