+20,037.3%
ADBE vs ES
+1,235.9%
+18,801.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -1.9% |
| 7D | -4.4% | +1.9% | -6.2% | -5.0% |
| 30D | +2.8% | +7.1% | -4.2% | +0.3% |
| 3M | -8.0% | -1.9% | -6.1% | -7.5% |
| 6M | -4.3% | +4.4% | -8.7% | -6.1% |
| YTD | -31.6% | +7.3% | -38.9% | -34.0% |
| 1Y | -26.9% | +2.1% | -29.0% | -28.4% |
| 3Y | -57.7% | +41.8% | -99.5% | -64.3% |
| 5Y | -63.9% | +1.4% | -65.3% | -65.9% |
| 10Y | +125.3% | +86.8% | +38.6% | +61.7% |
| All | +20,037.3% | +1,235.9% | +18,801.4% | +6,139.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling