-63.4%
ADBE vs Z
-56.4%
-7.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +1.4% |
| 7D | -3.8% | -6.5% | +2.6% | -2.4% |
| 30D | -2.3% | -0.1% | -2.2% | -2.8% |
| 3M | -13.3% | -14.1% | +0.8% | -10.1% |
| 6M | -6.5% | -30.1% | +23.6% | +2.5% |
| YTD | -32.4% | -57.5% | +25.2% | -15.9% |
| 1Y | -28.0% | -60.3% | +32.3% | -9.1% |
| 3Y | -60.4% | -21.0% | -39.3% | -61.1% |
| 5Y | -63.4% | -54.9% | -8.5% | -62.4% |
| All | -63.4% | -56.4% | -7.0% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling