-61.5%
ADBE vs EXE
+100.7%
-162.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | -8.9% | -2.7% | -6.2% | -8.5% |
| 30D | -6.6% | -0.4% | -6.3% | -6.6% |
| 3M | +7.1% | +9.5% | -2.3% | +5.6% |
| 6M | -9.8% | -9.3% | -0.4% | -8.6% |
| YTD | -27.2% | -10.9% | -16.3% | -26.2% |
| 1Y | -28.0% | +4.3% | -32.3% | -28.9% |
| 3Y | -54.5% | +18.8% | -73.3% | -56.4% |
| 5Y | -61.5% | +101.4% | -162.9% | -64.2% |
| All | -61.5% | +100.7% | -162.2% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 5y: compounded portfolio wealth divided by compounded EXE 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…
5y analysis · Full analysis span regression · 6 months rolling