+148.0%
ADBE vs EL
+25.3%
+122.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | 0.0% | -1.6% |
| 7D | -12.9% | -4.4% | -8.6% | -11.7% |
| 30D | -5.6% | +10.3% | -15.9% | -9.1% |
| 3M | +6.6% | +13.4% | -6.7% | +1.5% |
| 6M | -9.6% | +3.1% | -12.6% | -12.3% |
| YTD | -28.9% | -6.9% | -22.0% | -29.6% |
| 1Y | -28.9% | +11.9% | -40.8% | -34.8% |
| 3Y | -55.6% | -33.8% | -21.8% | -53.7% |
| 5Y | -62.2% | -69.0% | +6.7% | -42.9% |
| All | +148.0% | +25.3% | +122.8% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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