+11,186.3%
JPM vs ADBE
+22,327.1%
-11,140.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.7% | +5.8% | +0.7% |
| 7D | +0.3% | -8.6% | +8.9% | +2.5% |
| 30D | -0.2% | +2.8% | -2.9% | -1.1% |
| 3M | +15.9% | +3.1% | +12.7% | +13.7% |
| 6M | +20.9% | -2.4% | +23.4% | +19.4% |
| YTD | +12.9% | -23.9% | +36.7% | +18.3% |
| 1Y | +20.3% | -22.6% | +42.9% | +25.1% |
| 3Y | +160.9% | -52.7% | +213.6% | +198.9% |
| 5Y | +154.8% | -60.0% | +214.9% | +194.5% |
| 10Y | +591.1% | +157.3% | +433.8% | +381.3% |
| All | +11,186.3% | +22,327.1% | -11,140.8% | +2,629.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling