+10,848.8%
JPM vs ADBE
+20,355.4%
-9,506.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.5% |
| 7D | +3.5% | +1.6% | +1.9% | +3.1% |
| 30D | +3.3% | +1.0% | +2.3% | +2.8% |
| 3M | -4.2% | -10.1% | +5.9% | -2.2% |
| 6M | +16.4% | +3.0% | +13.4% | +13.6% |
| YTD | +9.5% | -30.5% | +40.1% | +17.0% |
| 1Y | +14.0% | -27.1% | +41.2% | +20.2% |
| 3Y | +153.1% | -58.8% | +211.9% | +199.8% |
| 5Y | +134.9% | -63.0% | +197.9% | +176.4% |
| 10Y | +485.7% | +134.5% | +351.3% | +316.6% |
| All | +10,848.8% | +20,355.4% | -9,506.6% | +2,599.4% |
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 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