+152.5%
ADBE vs ES
+85.1%
+67.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.6% |
| 7D | -10.1% | +1.4% | -11.5% | -10.4% |
| 30D | -3.0% | -1.2% | -1.8% | -2.7% |
| 3M | +5.0% | +5.0% | 0.0% | +3.7% |
| 6M | -9.3% | -2.8% | -6.5% | -8.9% |
| YTD | -26.5% | +8.6% | -35.1% | -28.5% |
| 1Y | -28.3% | +18.9% | -47.2% | -32.3% |
| 3Y | -54.1% | +32.1% | -86.2% | -59.0% |
| 5Y | -61.2% | -5.1% | -56.1% | -61.3% |
| 10Y | +152.5% | +84.2% | +68.3% | +104.1% |
| All | +152.5% | +85.1% | +67.4% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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