+72.4%
IBM vs ADBE
-54.8%
+127.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | 0.0% |
| 7D | +0.3% | -10.1% | +10.4% | +3.8% |
| 30D | -1.5% | -3.0% | +1.5% | -0.8% |
| 3M | -16.8% | +5.0% | -21.8% | -18.6% |
| 6M | -9.0% | -9.3% | +0.3% | -7.8% |
| YTD | -20.1% | -26.5% | +6.4% | -15.5% |
| 1Y | -7.0% | -28.3% | +21.3% | -1.4% |
| 3Y | +72.4% | -54.1% | +126.5% | +94.8% |
| All | +72.4% | -54.8% | +127.2% | +94.8% |
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