-60.4%
ADBE vs Z
-20.5%
-39.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +1.2% |
| 7D | -3.8% | -6.5% | +2.6% | -2.5% |
| 30D | -2.3% | -0.1% | -2.2% | -2.7% |
| 3M | -13.3% | -14.1% | +0.8% | -10.4% |
| 6M | -6.5% | -30.1% | +23.6% | +0.8% |
| YTD | -32.4% | -57.5% | +25.2% | -19.5% |
| 1Y | -28.0% | -60.3% | +32.3% | -13.3% |
| 3Y | -60.4% | -21.0% | -39.3% | -55.6% |
| All | -60.4% | -20.5% | -39.9% | -55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling