-61.2%
ADBE vs ED
+71.7%
-132.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.5% |
| 7D | -10.1% | +0.5% | -10.6% | -10.1% |
| 30D | -3.0% | +1.1% | -4.1% | -3.0% |
| 3M | +5.0% | +4.6% | +0.4% | +5.0% |
| 6M | -9.3% | -2.0% | -7.3% | -9.2% |
| YTD | -26.5% | +11.7% | -38.2% | -27.1% |
| 1Y | -28.3% | +15.7% | -44.0% | -29.1% |
| 3Y | -54.1% | +34.4% | -88.4% | -56.4% |
| 5Y | -61.2% | +67.3% | -128.5% | -61.7% |
| All | -61.2% | +71.7% | -132.9% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 5y: compounded portfolio wealth divided by compounded ED 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…
5y analysis · Full analysis span regression · 6 months rolling