+20,355.4%
ADBE vs VMC
+3,457.0%
+16,898.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +1.6% | -1.3% | +2.8% | +2.0% |
| 30D | +1.0% | +15.5% | -14.5% | -4.3% |
| 3M | -10.1% | +0.6% | -10.7% | -10.6% |
| 6M | +3.0% | +2.1% | +0.9% | +1.3% |
| YTD | -30.5% | -1.6% | -29.0% | -31.5% |
| 1Y | -27.1% | -1.2% | -26.0% | -28.3% |
| 3Y | -58.8% | +35.3% | -94.1% | -64.5% |
| 5Y | -63.0% | +43.6% | -106.6% | -68.9% |
| 10Y | +134.5% | +126.7% | +7.7% | +53.9% |
| All | +20,355.4% | +3,457.0% | +16,898.4% | +5,088.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling