+309.3%
SPY vs ADBE
+129.1%
+180.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +3.3% | -3.2% | +6.5% | +4.3% |
| 30D | -2.7% | +1.0% | -3.6% | -3.3% |
| 3M | -1.7% | -7.8% | +6.1% | 0.0% |
| 6M | +3.1% | -1.0% | +4.0% | +1.0% |
| YTD | +11.9% | -31.8% | +43.7% | +23.6% |
| 1Y | +12.0% | -29.2% | +41.2% | +21.8% |
| 3Y | +78.2% | -60.1% | +138.2% | +129.4% |
| 5Y | +73.2% | -63.7% | +137.0% | +121.8% |
| All | +309.3% | +129.1% | +180.2% | +176.5% |
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 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