-54.1%
ADBE vs EW
+14.1%
-68.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | +0.1% | -2.9% |
| 7D | -10.1% | -4.4% | -5.6% | -9.4% |
| 30D | -3.0% | -3.3% | +0.3% | -2.4% |
| 3M | +5.0% | +1.0% | +4.0% | +4.8% |
| 6M | -9.3% | +6.2% | -15.5% | -10.1% |
| YTD | -26.5% | +1.7% | -28.2% | -26.8% |
| 1Y | -28.3% | +8.1% | -36.4% | -29.2% |
| 3Y | -54.1% | +17.1% | -71.2% | -55.6% |
| All | -54.1% | +14.1% | -68.2% | -55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling