+156.4%
ADBE vs ECL
+149.7%
+6.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | +0.2% |
| 7D | -8.9% | -2.7% | -6.2% | -7.6% |
| 30D | -6.6% | -4.3% | -2.3% | -4.5% |
| 3M | +7.1% | +3.2% | +3.9% | +5.3% |
| 6M | -9.8% | -2.9% | -6.9% | -9.1% |
| YTD | -27.2% | +4.3% | -31.4% | -29.8% |
| 1Y | -28.0% | +1.6% | -29.7% | -29.8% |
| 3Y | -54.5% | +54.3% | -108.8% | -65.6% |
| 5Y | -61.5% | +26.5% | -88.0% | -68.2% |
| 10Y | +156.4% | +155.6% | +0.9% | +39.4% |
| All | +156.4% | +149.7% | +6.8% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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