+6,643.2%
ADBE vs EME
+62,686.5%
-56,043.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.0% | -4.2% |
| 7D | -10.1% | +5.2% | -15.2% | -11.4% |
| 30D | -3.0% | -5.4% | +2.4% | -1.8% |
| 3M | +5.0% | -6.1% | +11.1% | +4.4% |
| 6M | -9.3% | +9.7% | -19.0% | -14.6% |
| YTD | -26.5% | +26.6% | -53.1% | -34.3% |
| 1Y | -28.3% | +24.6% | -52.9% | -36.5% |
| 3Y | -54.1% | +249.6% | -303.7% | -71.8% |
| 5Y | -61.2% | +556.6% | -617.8% | -80.6% |
| 10Y | +152.5% | +1,286.6% | -1,134.1% | -5.4% |
| All | +6,643.2% | +62,686.5% | -56,043.3% | +1,534.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling