+19,894.3%
ADBE vs ECL
+14,389.6%
+5,504.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -4.4% | -2.3% | -2.1% | -3.3% |
| 30D | -0.2% | +8.3% | -8.5% | -4.3% |
| 3M | -9.9% | +8.4% | -18.3% | -13.8% |
| 6M | -3.5% | +23.3% | -26.7% | -14.0% |
| YTD | -32.1% | +18.2% | -50.3% | -38.7% |
| 1Y | -28.7% | +18.8% | -47.5% | -35.9% |
| 3Y | -60.2% | +78.5% | -138.7% | -71.6% |
| 5Y | -63.1% | +40.1% | -103.1% | -70.2% |
| 10Y | +129.2% | +196.5% | -67.3% | +20.2% |
| All | +19,894.3% | +14,389.6% | +5,504.7% | +1,987.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling