-55.9%
ADBE vs ESI
+73.2%
-129.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -2.1% |
| 7D | -12.9% | -2.3% | -10.6% | -12.8% |
| 30D | -5.6% | -9.0% | +3.4% | -5.2% |
| 3M | +6.6% | -13.3% | +19.9% | +6.5% |
| 6M | -9.6% | +5.3% | -14.8% | -14.0% |
| YTD | -28.9% | +37.6% | -66.5% | -37.2% |
| 1Y | -28.9% | +33.6% | -62.5% | -37.1% |
| All | -55.9% | +73.2% | -129.1% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 3y: compounded portfolio wealth divided by compounded ESI 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…
3y analysis · Full analysis span regression · 6 months rolling