+190.4%
ADBE vs XYZ
+638.9%
-448.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.5% |
| 7D | -8.6% | -1.0% | -7.6% | -8.4% |
| 30D | +2.8% | -1.7% | +4.5% | +3.1% |
| 3M | +3.1% | +16.7% | -13.6% | -1.9% |
| 6M | -2.4% | +26.9% | -29.3% | -9.8% |
| YTD | -23.9% | +27.1% | -51.0% | -30.3% |
| 1Y | -22.6% | +9.3% | -31.9% | -26.3% |
| 3Y | -52.7% | +42.3% | -95.0% | -61.4% |
| 5Y | -60.0% | -69.3% | +9.3% | -52.3% |
| 10Y | +157.3% | +586.8% | -429.5% | +41.9% |
| All | +190.4% | +638.9% | -448.5% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling