-29.0%
ADBE vs XYZ
+6.9%
-36.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | -12.9% | -5.2% | -7.8% | -11.6% |
| 30D | -5.6% | 0.0% | -5.6% | -5.6% |
| 3M | +6.6% | +18.7% | -12.1% | +1.9% |
| 6M | -9.6% | +20.5% | -30.1% | -13.9% |
| YTD | -28.9% | +21.5% | -50.4% | -32.2% |
| All | -29.0% | +6.9% | -36.0% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling