-61.4%
ADBE vs ET
+244.6%
-306.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -12.9% | +1.4% | -14.3% | -13.3% |
| 30D | -5.6% | +4.6% | -10.2% | -6.9% |
| 3M | +6.6% | +16.0% | -9.4% | +2.0% |
| 6M | -9.6% | +22.8% | -32.4% | -15.1% |
| YTD | -28.9% | +38.9% | -67.8% | -35.9% |
| 1Y | -28.9% | +34.1% | -63.0% | -35.2% |
| 3Y | -55.6% | +98.8% | -154.4% | -64.4% |
| All | -61.4% | +244.6% | -306.0% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 5y: compounded portfolio wealth divided by compounded ET 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…
5y analysis · Full analysis span regression · 6 months rolling