+467.5%
ADBE vs EMB
+128.3%
+339.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -4.4% | -0.4% | -4.0% | -4.1% |
| 30D | -0.2% | +1.5% | -1.8% | -1.5% |
| 3M | -9.9% | -1.6% | -8.3% | -8.7% |
| 6M | -3.5% | -1.5% | -2.0% | -2.3% |
| YTD | -32.1% | -0.1% | -32.0% | -32.2% |
| 1Y | -28.7% | +0.5% | -29.2% | -29.1% |
| 3Y | -60.2% | +30.2% | -90.4% | -68.1% |
| 5Y | -63.1% | +8.6% | -71.6% | -65.7% |
| 10Y | +129.2% | +36.9% | +92.3% | +90.6% |
| All | +467.5% | +128.3% | +339.1% | +331.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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