+158.9%
ADBE vs EXC
+153.8%
+5.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.7% |
| 7D | -10.1% | +1.2% | -11.3% | -10.5% |
| 30D | -3.0% | -2.7% | -0.3% | -2.1% |
| 3M | +5.0% | -1.0% | +6.0% | +5.3% |
| 6M | -9.3% | -9.3% | 0.0% | -6.4% |
| YTD | -26.5% | +3.6% | -30.1% | -28.2% |
| 1Y | -28.3% | +5.9% | -34.2% | -30.7% |
| 3Y | -54.1% | +21.3% | -75.4% | -59.0% |
| 5Y | -61.2% | +46.2% | -107.4% | -68.5% |
| All | +158.9% | +153.8% | +5.1% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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