+3,440.7%
ADBE vs EL
+1,685.7%
+1,755.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.0% | -9.7% | -7.7% |
| 7D | -8.6% | +0.8% | -9.4% | -8.9% |
| 30D | +2.8% | +19.8% | -17.1% | -3.9% |
| 3M | +3.1% | +25.7% | -22.6% | -5.3% |
| 6M | -2.4% | +5.4% | -7.9% | -6.4% |
| YTD | -23.9% | +0.2% | -24.1% | -26.6% |
| 1Y | -22.6% | +20.4% | -43.0% | -30.6% |
| 3Y | -52.7% | -32.1% | -20.5% | -52.1% |
| 5Y | -60.0% | -67.2% | +7.2% | -47.2% |
| 10Y | +157.3% | +31.7% | +125.6% | +102.1% |
| All | +3,440.7% | +1,685.7% | +1,755.0% | +948.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling