-59.8%
ADBE vs STZ
-35.6%
-24.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.5% |
| 7D | -4.4% | -0.9% | -3.4% | -4.3% |
| 30D | -0.2% | +14.9% | -15.2% | -2.0% |
| 3M | -9.9% | +8.4% | -18.3% | -11.0% |
| 6M | -3.5% | +2.8% | -6.3% | -4.4% |
| YTD | -32.1% | +7.5% | -39.6% | -34.1% |
| 1Y | -28.7% | +12.5% | -41.2% | -31.4% |
| All | -59.8% | -35.6% | -24.2% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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