+503.8%
APP vs ADBE
-53.7%
+557.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -3.0% |
| 7D | +10.6% | -3.2% | +13.8% | +12.5% |
| 30D | +44.6% | +1.0% | +43.6% | +42.4% |
| 3M | +29.6% | -7.8% | +37.4% | +33.3% |
| 6M | -19.8% | -1.0% | -18.8% | -23.4% |
| YTD | -41.6% | -31.8% | -9.7% | -28.6% |
| 1Y | -32.7% | -29.2% | -3.5% | -20.2% |
| 3Y | +799.0% | -60.1% | +859.1% | +1,404.6% |
| 5Y | +250.4% | -63.7% | +314.1% | +458.0% |
| All | +503.8% | -53.7% | +557.5% | +575.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADBE.
Daily Out/Under-Performance
Portfolio return minus ADBE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADBE 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 ADBE 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