+506.6%
APP vs ADBE
-54.1%
+560.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.3% | -3.4% |
| 7D | +61.1% | -3.8% | +64.9% | +64.5% |
| 30D | +42.8% | -2.3% | +45.1% | +43.6% |
| 3M | +16.7% | -13.3% | +30.0% | +24.9% |
| 6M | -15.6% | -6.5% | -9.1% | -16.3% |
| YTD | -41.3% | -32.4% | -8.9% | -27.9% |
| 1Y | -39.3% | -28.0% | -11.3% | -29.1% |
| 3Y | +803.2% | -60.4% | +863.6% | +1,418.8% |
| 5Y | +313.2% | -63.4% | +376.6% | +552.6% |
| All | +506.6% | -54.1% | +560.7% | +581.7% |
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