+911.5%
BE vs ADBE
+3.2%
+908.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -6.7% | +14.1% | +10.2% |
| 7D | +20.0% | -8.6% | +28.6% | +24.1% |
| 30D | +7.9% | +2.8% | +5.1% | +5.4% |
| 3M | -13.2% | +3.1% | -16.3% | -18.2% |
| 6M | +53.5% | -2.4% | +55.9% | +43.9% |
| YTD | +191.0% | -23.9% | +214.9% | +208.0% |
| 1Y | +360.5% | -22.6% | +383.1% | +373.8% |
| 3Y | +1,568.0% | -52.7% | +1,620.7% | +2,033.7% |
| 5Y | +1,055.2% | -60.0% | +1,115.2% | +1,525.0% |
| All | +911.5% | +3.2% | +908.3% | +653.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling