+137.3%
ADBE vs EL
+62.2%
+75.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +1.6% | +1.5% | 0.0% | +1.0% |
| 30D | +1.0% | +10.0% | -9.0% | -2.3% |
| 3M | -10.1% | +28.4% | -38.5% | -18.0% |
| 6M | +3.0% | +37.1% | -34.1% | -8.9% |
| YTD | -30.5% | +7.8% | -38.4% | -34.8% |
| 1Y | -27.1% | +26.0% | -53.2% | -35.6% |
| 3Y | -58.8% | +3.8% | -62.6% | -64.4% |
| 5Y | -63.0% | -65.2% | +2.2% | -45.9% |
| All | +137.3% | +62.2% | +75.1% | +75.9% |
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