-62.2%
ADBE vs XYZ
-68.7%
+6.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.7% |
| 3M | +6.6% | +18.7% | -12.1% | +1.3% |
| 6M | -9.6% | +20.5% | -30.1% | -14.7% |
| YTD | -28.9% | +21.5% | -50.4% | -33.6% |
| 1Y | -28.9% | +7.2% | -36.2% | -31.7% |
| 3Y | -55.6% | +49.0% | -104.6% | -63.9% |
| 5Y | -62.2% | -68.1% | +5.9% | -52.9% |
| All | -62.2% | -68.7% | +6.5% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling