+148.0%
ADBE vs EAT
+379.9%
-231.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -12.9% | -6.2% | -6.7% | -12.1% |
| 30D | -5.6% | -3.0% | -2.6% | -5.5% |
| 3M | +6.6% | +45.6% | -39.0% | +0.1% |
| 6M | -9.6% | +53.5% | -63.1% | -16.6% |
| YTD | -28.9% | +49.6% | -78.5% | -34.4% |
| 1Y | -28.9% | +38.9% | -67.9% | -33.9% |
| 3Y | -55.6% | +589.7% | -645.3% | -69.3% |
| 5Y | -62.2% | +318.7% | -380.9% | -72.7% |
| All | +148.0% | +379.9% | -231.8% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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