+148.0%
ADBE vs VMC
+154.4%
-6.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -12.9% | -3.7% | -9.2% | -11.9% |
| 30D | -5.6% | -12.8% | +7.1% | -1.5% |
| 3M | +6.6% | -7.9% | +14.5% | +9.1% |
| 6M | -9.6% | -7.5% | -2.0% | -8.1% |
| YTD | -28.9% | -11.6% | -17.3% | -27.1% |
| 1Y | -28.9% | -14.3% | -14.7% | -26.6% |
| 3Y | -55.6% | +18.5% | -74.1% | -59.5% |
| 5Y | -62.2% | +46.8% | -109.0% | -68.1% |
| All | +148.0% | +154.4% | -6.4% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling