+872.1%
MSFT vs ADBE
+150.9%
+721.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +1.4% |
| 7D | -3.5% | -12.9% | +9.5% | +3.6% |
| 30D | -2.1% | -5.6% | +3.6% | +0.5% |
| 3M | +24.2% | +6.6% | +17.5% | +17.5% |
| 6M | +21.9% | -9.6% | +31.4% | +25.3% |
| YTD | +2.5% | -28.9% | +31.4% | +19.7% |
| 1Y | -0.8% | -28.9% | +28.2% | +15.0% |
| 3Y | +50.8% | -55.6% | +106.4% | +112.9% |
| 5Y | +73.5% | -62.2% | +135.8% | +159.4% |
| All | +872.1% | +150.9% | +721.2% | +370.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling