+127.4%
ADBE vs EXC
+183.9%
-56.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -2.3% | +9.0% | -11.3% | -5.4% |
| 3M | -13.3% | +3.3% | -16.6% | -14.4% |
| 6M | -6.5% | +5.7% | -12.1% | -8.7% |
| YTD | -32.4% | +7.3% | -39.7% | -34.8% |
| 1Y | -28.0% | +2.9% | -31.0% | -29.5% |
| 3Y | -60.4% | +29.3% | -89.7% | -65.5% |
| 5Y | -63.4% | +40.1% | -103.5% | -69.6% |
| 10Y | +127.4% | +197.7% | -70.2% | +45.8% |
| All | +127.4% | +183.9% | -56.5% | +45.8% |
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