+314.7%
SPY vs ADBE
+154.3%
+160.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.4% |
| 7D | -0.8% | -5.4% | +4.6% | +1.0% |
| 30D | -1.1% | -2.5% | +1.5% | -0.6% |
| 3M | +3.9% | +15.3% | -11.4% | -2.1% |
| 6M | +13.6% | -7.8% | +21.5% | +14.2% |
| YTD | +12.7% | -27.9% | +40.6% | +22.9% |
| 1Y | +17.5% | -28.0% | +45.6% | +27.7% |
| 3Y | +76.9% | -55.3% | +132.2% | +119.3% |
| 5Y | +83.6% | -61.7% | +145.3% | +131.6% |
| All | +314.7% | +154.3% | +160.4% | +175.1% |
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