+151.4%
ADBE vs EME
+1,362.1%
-1,210.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -3.0% | +0.4% |
| 7D | -5.4% | +3.5% | -8.9% | -6.1% |
| 30D | -2.5% | -6.3% | +3.8% | -1.4% |
| 3M | +15.3% | -3.8% | +19.0% | +14.6% |
| 6M | -7.8% | +8.5% | -16.4% | -12.2% |
| YTD | -27.9% | +27.8% | -55.7% | -35.1% |
| 1Y | -28.0% | +22.2% | -50.3% | -35.4% |
| 3Y | -55.3% | +253.5% | -308.8% | -73.6% |
| 5Y | -61.7% | +578.6% | -640.4% | -82.4% |
| All | +151.4% | +1,362.1% | -1,210.7% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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