+148.0%
ADBE vs Z
-6.2%
+154.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -1.7% |
| 7D | -12.9% | -11.6% | -1.3% | -10.2% |
| 30D | -5.6% | -8.5% | +2.8% | -3.5% |
| 3M | +6.6% | -7.9% | +14.5% | +8.8% |
| 6M | -9.6% | -29.1% | +19.5% | -2.2% |
| YTD | -28.9% | -54.2% | +25.3% | -14.9% |
| 1Y | -28.9% | -63.5% | +34.6% | -10.5% |
| 3Y | -55.6% | -38.6% | -17.0% | -52.6% |
| 5Y | -62.2% | -66.0% | +3.7% | -57.0% |
| All | +148.0% | -6.2% | +154.2% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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