+6,076.2%
ADBE vs EWJ
+155.8%
+5,920.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -3.2% |
| 7D | -10.1% | +2.9% | -13.0% | -11.9% |
| 30D | -3.0% | +1.1% | -4.1% | -3.9% |
| 3M | +5.0% | +7.1% | -2.1% | -1.4% |
| 6M | -9.3% | +16.2% | -25.5% | -20.3% |
| YTD | -26.5% | +22.0% | -48.5% | -38.1% |
| 1Y | -28.3% | +26.2% | -54.5% | -41.2% |
| 3Y | -54.1% | +73.5% | -127.5% | -70.6% |
| 5Y | -61.2% | +52.7% | -113.9% | -72.4% |
| 10Y | +152.5% | +138.5% | +14.0% | +33.4% |
| All | +6,076.2% | +155.8% | +5,920.4% | +3,021.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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