+536.5%
ADBE vs EMB
+132.1%
+404.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.8% | -6.8% |
| 7D | -8.6% | 0.0% | -8.6% | -8.6% |
| 30D | +2.8% | -0.3% | +3.1% | +3.1% |
| 3M | +3.1% | -0.4% | +3.5% | +3.4% |
| 6M | -2.4% | +0.1% | -2.5% | -2.6% |
| YTD | -23.9% | +1.6% | -25.4% | -25.0% |
| 1Y | -22.6% | +5.6% | -28.2% | -26.2% |
| 3Y | -52.7% | +29.8% | -82.5% | -61.9% |
| 5Y | -60.0% | +7.3% | -67.3% | -62.6% |
| 10Y | +157.3% | +30.4% | +126.9% | +117.2% |
| All | +536.5% | +132.1% | +404.4% | +377.0% |
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