+333.0%
APP vs ADBE
-60.1%
+393.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.7% | +9.0% | +6.5% |
| 7D | +0.9% | -8.6% | +9.5% | +6.3% |
| 30D | -23.3% | +2.8% | -26.0% | -25.3% |
| 3M | -42.6% | +3.1% | -45.8% | -45.3% |
| 6M | -33.6% | -2.4% | -31.2% | -35.0% |
| YTD | -52.4% | -23.9% | -28.6% | -45.0% |
| 1Y | -35.9% | -22.6% | -13.3% | -27.8% |
| 3Y | +642.2% | -52.7% | +694.9% | +1,004.4% |
| All | +333.0% | -60.1% | +393.0% | +539.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling