+382.3%
APP vs ADBE
-51.7%
+434.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +4.6% |
| 7D | +0.3% | -12.9% | +13.2% | +9.0% |
| 30D | -1.3% | -5.6% | +4.3% | +1.4% |
| 3M | -36.2% | +6.6% | -42.8% | -40.9% |
| 6M | -34.1% | -9.6% | -24.6% | -32.4% |
| YTD | -53.3% | -28.9% | -24.4% | -43.7% |
| 1Y | -44.5% | -28.9% | -15.6% | -34.1% |
| 3Y | +646.7% | -55.6% | +702.2% | +1,054.4% |
| 5Y | +306.4% | -62.2% | +368.7% | +530.4% |
| All | +382.3% | -51.7% | +434.1% | +432.1% |
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