+22,327.1%
ADBE vs ES
+1,243.3%
+21,083.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.5% |
| 7D | -8.6% | +0.3% | -8.9% | -8.7% |
| 30D | +2.8% | -2.0% | +4.7% | +3.4% |
| 3M | +3.1% | +1.7% | +1.5% | +2.5% |
| 6M | -2.4% | -3.5% | +1.1% | -1.8% |
| YTD | -23.9% | +7.9% | -31.8% | -26.6% |
| 1Y | -22.6% | +17.2% | -39.8% | -28.0% |
| 3Y | -52.7% | +29.3% | -82.0% | -58.8% |
| 5Y | -60.0% | -5.7% | -54.3% | -61.2% |
| 10Y | +157.3% | +85.2% | +72.1% | +85.4% |
| All | +22,327.1% | +1,243.3% | +21,083.8% | +6,839.9% |
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