-59.8%
ADBE vs STZ
-32.8%
-27.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.6% |
| 7D | -8.6% | -1.9% | -6.7% | -8.1% |
| 30D | +2.8% | -1.9% | +4.7% | +3.2% |
| 3M | +3.1% | -6.2% | +9.4% | +4.4% |
| 6M | -2.4% | -14.0% | +11.6% | +0.2% |
| YTD | -23.9% | -5.1% | -18.7% | -24.8% |
| 1Y | -22.6% | -9.6% | -13.0% | -22.5% |
| 3Y | -52.7% | -47.2% | -5.4% | -43.6% |
| All | -59.8% | -32.8% | -27.0% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling