+19,973.4%
ADBE vs ECL
+14,227.3%
+5,746.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.0% |
| 7D | -3.2% | -0.5% | -2.7% | -3.0% |
| 30D | +1.0% | +6.6% | -5.6% | -2.3% |
| 3M | -7.8% | +9.6% | -17.4% | -12.3% |
| 6M | -1.0% | +21.6% | -22.5% | -11.1% |
| YTD | -31.8% | +16.9% | -48.7% | -38.1% |
| 1Y | -29.2% | +17.9% | -47.1% | -36.1% |
| 3Y | -60.1% | +76.5% | -136.5% | -71.3% |
| 5Y | -63.7% | +36.6% | -100.3% | -70.4% |
| 10Y | +130.1% | +193.2% | -63.1% | +21.3% |
| All | +19,973.4% | +14,227.3% | +5,746.1% | +2,008.1% |
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