-48.9%
ADBE vs USAR
+74.0%
-123.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.3% | -6.7% |
| 7D | -8.6% | -2.1% | -6.5% | -8.6% |
| 30D | +2.8% | +2.6% | +0.2% | +2.8% |
| 3M | +3.1% | -35.0% | +38.1% | +3.3% |
| 6M | -2.4% | -6.9% | +4.5% | -2.2% |
| YTD | -23.9% | +48.0% | -71.8% | -23.7% |
| 1Y | -22.6% | +24.8% | -47.4% | -22.4% |
| 3Y | -52.7% | +73.2% | -125.9% | -53.0% |
| All | -48.9% | +74.0% | -123.0% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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