-52.4%
ADBE vs Z
-33.1%
-19.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -6.2% |
| 7D | -8.6% | -3.0% | -5.6% | -7.9% |
| 30D | +2.8% | -4.2% | +7.0% | +3.7% |
| 3M | +3.1% | -3.7% | +6.8% | +3.7% |
| 6M | -2.4% | -24.5% | +22.1% | +2.9% |
| YTD | -23.9% | -49.3% | +25.4% | -12.9% |
| 1Y | -22.6% | -58.7% | +36.1% | -8.0% |
| All | -52.4% | -33.1% | -19.3% | -46.3% |
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