-54.1%
ADBE vs ECL
+58.2%
-112.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -10.1% | -0.8% | -9.3% | -9.9% |
| 30D | -3.0% | -2.5% | -0.5% | -2.4% |
| 3M | +5.0% | +8.3% | -3.3% | +2.9% |
| 6M | -9.3% | -1.1% | -8.2% | -8.7% |
| YTD | -26.5% | +6.5% | -33.0% | -28.4% |
| 1Y | -28.3% | +2.1% | -30.4% | -29.2% |
| 3Y | -54.1% | +57.6% | -111.7% | -60.2% |
| All | -54.1% | +58.2% | -112.3% | -60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling