+71.4%
MSFT vs ADBE
-61.0%
+132.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | +0.3% |
| 7D | -1.4% | -10.1% | +8.7% | +2.9% |
| 30D | -1.0% | -3.0% | +2.0% | -0.1% |
| 3M | +20.2% | +5.0% | +15.2% | +16.0% |
| 6M | +21.3% | -9.3% | +30.6% | +24.0% |
| YTD | +2.8% | -26.5% | +29.3% | +14.6% |
| 1Y | 0.0% | -28.3% | +28.2% | +12.0% |
| 3Y | +51.2% | -54.1% | +105.3% | +97.0% |
| 5Y | +71.4% | -61.2% | +132.6% | +126.5% |
| All | +71.4% | -61.0% | +132.5% | +126.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling