-2.5%
IBM vs ADBE
-22.1%
+19.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.7% | +6.8% | +3.6% |
| 7D | -0.3% | -8.6% | +8.3% | +4.3% |
| 30D | +0.3% | +2.8% | -2.5% | -1.8% |
| 3M | -21.6% | +3.1% | -24.7% | -24.0% |
| 6M | -4.7% | -2.4% | -2.3% | -6.2% |
| YTD | -19.1% | -23.9% | +4.8% | -16.0% |
| 1Y | -2.5% | -22.6% | +20.1% | +1.0% |
| All | -2.5% | -22.1% | +19.6% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling