-19.3%
DRAM vs ADBE
-5.0%
-14.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +3.7% |
| 7D | -18.2% | -4.4% | -13.8% | -21.1% |
| 30D | -34.5% | +2.8% | -37.3% | -32.3% |
| 3M | -23.6% | -8.0% | -15.6% | -26.9% |
| 6M | -19.3% | -4.3% | -14.9% | -5.7% |
| All | -19.3% | -5.0% | -14.2% | -5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling