-43.0%
ADBE vs U
-44.5%
+1.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -6.5% |
| 7D | -8.6% | -3.8% | -4.8% | -7.9% |
| 30D | +2.8% | +17.5% | -14.7% | -0.6% |
| 3M | +3.1% | +38.7% | -35.6% | -3.7% |
| 6M | -2.4% | +104.4% | -106.8% | -15.8% |
| YTD | -23.9% | -5.7% | -18.2% | -25.5% |
| 1Y | -22.6% | +3.7% | -26.3% | -26.7% |
| 3Y | -52.7% | +12.3% | -65.0% | -59.0% |
| 5Y | -60.0% | -68.8% | +8.8% | -59.1% |
| All | -43.0% | -44.5% | +1.5% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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