+6,816.9%
ADBE vs STM
+2,285.7%
+4,531.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.9% | -8.6% | -7.5% |
| 7D | -8.6% | +5.8% | -14.4% | -10.7% |
| 30D | +2.8% | -1.0% | +3.8% | +2.6% |
| 3M | +3.1% | -33.3% | +36.4% | +15.1% |
| 6M | -2.4% | +57.4% | -59.8% | -26.6% |
| YTD | -23.9% | +102.2% | -126.0% | -49.2% |
| 1Y | -22.6% | +99.6% | -122.2% | -48.7% |
| 3Y | -52.7% | +14.5% | -67.2% | -63.5% |
| 5Y | -60.0% | +21.4% | -81.4% | -70.5% |
| 10Y | +157.3% | +695.0% | -537.6% | -25.2% |
| All | +6,816.9% | +2,285.7% | +4,531.1% | +1,203.3% |
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 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