-54.1%
ADBE vs EL
-30.9%
-23.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.2% |
| 7D | -10.1% | +1.7% | -11.8% | -10.3% |
| 30D | -3.0% | +15.5% | -18.5% | -5.1% |
| 3M | +5.0% | +20.6% | -15.5% | +2.0% |
| 6M | -9.3% | +10.5% | -19.8% | -11.3% |
| YTD | -26.5% | -1.9% | -24.6% | -27.2% |
| 1Y | -28.3% | +16.1% | -44.4% | -30.9% |
| 3Y | -54.1% | -30.2% | -23.9% | -54.1% |
| All | -54.1% | -30.9% | -23.1% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling