+844.7%
ADBE vs EW
+6,974.1%
-6,129.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.9% | -6.8% |
| 7D | -8.6% | -0.3% | -8.2% | -8.5% |
| 30D | +2.8% | +1.0% | +1.7% | +2.4% |
| 3M | +3.1% | +2.8% | +0.3% | +2.2% |
| 6M | -2.4% | +5.5% | -7.9% | -4.1% |
| YTD | -23.9% | +5.5% | -29.3% | -25.4% |
| 1Y | -22.6% | +11.0% | -33.6% | -25.4% |
| 3Y | -52.7% | +17.7% | -70.4% | -57.0% |
| 5Y | -60.0% | -25.7% | -34.3% | -58.6% |
| 10Y | +157.3% | +132.8% | +24.5% | +92.5% |
| All | +844.7% | +6,974.1% | -6,129.4% | +232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling