+3,772.8%
SHOP vs ADBE
+129.1%
+3,643.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.0% |
| 7D | +2.1% | -3.2% | +5.3% | +4.9% |
| 30D | -16.8% | +1.0% | -17.8% | -18.2% |
| 3M | -2.4% | -7.8% | +5.4% | +2.4% |
| 6M | +47.0% | -1.0% | +48.0% | +41.8% |
| YTD | -8.8% | -31.8% | +23.0% | +22.1% |
| 1Y | -6.3% | -29.2% | +23.0% | +20.4% |
| 3Y | +139.3% | -60.1% | +199.3% | +387.9% |
| 5Y | -12.1% | -63.7% | +51.6% | +97.6% |
| All | +3,772.8% | +129.1% | +3,643.7% | +1,527.7% |
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