+129.2%
ADBE vs Z
-14.8%
+143.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | -4.4% | -13.1% | +8.7% | -1.2% |
| 30D | -0.2% | +5.9% | -6.1% | -2.1% |
| 3M | -9.9% | -13.7% | +3.8% | -7.1% |
| 6M | -3.5% | -27.1% | +23.7% | +3.6% |
| YTD | -32.1% | -56.8% | +24.7% | -18.1% |
| 1Y | -28.7% | -60.2% | +31.5% | -12.5% |
| 3Y | -60.2% | -19.7% | -40.5% | -60.4% |
| 5Y | -63.1% | -53.7% | -9.4% | -60.2% |
| 10Y | +129.2% | -16.9% | +146.0% | +94.1% |
| All | +129.2% | -14.8% | +143.9% | +94.1% |
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