+2,761.7%
AVGO vs ADBE
+150.9%
+2,610.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | +0.1% |
| 7D | +1.0% | -12.9% | +13.9% | +7.6% |
| 30D | -13.3% | -5.6% | -7.6% | -11.4% |
| 3M | -2.9% | +6.6% | -9.5% | -8.7% |
| 6M | +5.7% | -9.6% | +15.3% | +6.7% |
| YTD | +4.6% | -28.9% | +33.5% | +18.9% |
| 1Y | -1.6% | -28.9% | +27.3% | +10.4% |
| 3Y | +336.2% | -55.6% | +391.8% | +509.2% |
| 5Y | +695.6% | -62.2% | +757.9% | +1,066.1% |
| All | +2,761.7% | +150.9% | +2,610.9% | +1,343.9% |
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