+463.3%
GLW vs ADBE
-54.8%
+518.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.5% | +11.0% | +7.0% |
| 7D | +14.0% | -10.1% | +24.1% | +12.1% |
| 30D | +0.4% | -3.0% | +3.4% | +0.3% |
| 3M | -11.3% | +5.0% | -16.3% | -9.2% |
| 6M | +35.1% | -9.3% | +44.4% | +38.9% |
| YTD | +90.5% | -26.5% | +117.0% | +99.6% |
| 1Y | +132.0% | -28.3% | +160.3% | +143.3% |
| 3Y | +463.3% | -54.1% | +517.4% | +492.4% |
| All | +463.3% | -54.8% | +518.1% | +492.4% |
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