+156.4%
ADBE vs EW
+121.7%
+34.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -8.9% | -5.1% | -3.8% | -7.0% |
| 30D | -6.6% | -6.4% | -0.3% | -4.2% |
| 3M | +7.1% | -1.6% | +8.7% | +7.7% |
| 6M | -9.8% | +2.3% | -12.0% | -10.7% |
| YTD | -27.2% | +1.1% | -28.3% | -27.9% |
| 1Y | -28.0% | +8.0% | -36.0% | -30.8% |
| 3Y | -54.5% | +16.3% | -70.9% | -60.6% |
| 5Y | -61.5% | -29.4% | -32.1% | -58.4% |
| 10Y | +156.4% | +125.6% | +30.8% | +70.0% |
| All | +156.4% | +121.7% | +34.8% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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