+520.8%
APP vs ADBE
-53.9%
+574.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +2.0% | +2.1% |
| 7D | +48.9% | -4.4% | +53.3% | +52.6% |
| 30D | +49.4% | -0.2% | +49.7% | +48.3% |
| 3M | +27.0% | -9.9% | +36.9% | +32.6% |
| 6M | -15.4% | -3.5% | -11.9% | -17.9% |
| YTD | -39.9% | -32.1% | -7.8% | -26.4% |
| 1Y | -32.0% | -28.7% | -3.3% | -19.9% |
| 3Y | +824.3% | -60.2% | +884.6% | +1,450.9% |
| 5Y | +252.4% | -63.1% | +315.5% | +453.0% |
| All | +520.8% | -53.9% | +574.7% | +596.0% |
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