+143.9%
CAT vs ADBE
-57.7%
+201.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +0.8% |
| 7D | -10.3% | -4.4% | -5.9% | -10.4% |
| 30D | -31.2% | +2.8% | -34.0% | -31.2% |
| 3M | -34.7% | -8.0% | -26.6% | -34.8% |
| 6M | -39.5% | -4.3% | -35.1% | -39.2% |
| YTD | -1.7% | -31.6% | +30.0% | +3.4% |
| 1Y | -1.1% | -26.9% | +25.8% | +2.6% |
| 3Y | +143.9% | -57.7% | +201.5% | +162.1% |
| All | +143.9% | -57.7% | +201.6% | +162.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling