-61.5%
ADBE vs Z
-65.8%
+4.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.8% |
| 7D | -8.9% | -7.1% | -1.9% | -7.1% |
| 30D | -6.6% | -4.8% | -1.9% | -5.4% |
| 3M | +7.1% | -9.3% | +16.5% | +9.8% |
| 6M | -9.8% | -29.0% | +19.2% | -2.3% |
| YTD | -27.2% | -52.9% | +25.7% | -12.9% |
| 1Y | -28.0% | -63.1% | +35.1% | -8.9% |
| 3Y | -54.5% | -36.9% | -17.6% | -51.6% |
| 5Y | -61.5% | -65.5% | +4.0% | -60.9% |
| All | -61.5% | -65.8% | +4.3% | -60.9% |
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