-50.7%
ADBE vs EXE
+165.2%
-215.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | +1.6% | +5.3% | -3.7% | +0.9% |
| 30D | +1.0% | -2.2% | +3.2% | +1.2% |
| 3M | -10.1% | -5.9% | -4.2% | -9.5% |
| 6M | +3.0% | -5.7% | +8.7% | +3.6% |
| YTD | -30.5% | -17.8% | -12.7% | -29.0% |
| 1Y | -27.1% | -23.1% | -4.0% | -24.8% |
| 3Y | -58.8% | +21.2% | -80.0% | -60.5% |
| 5Y | -63.0% | +78.8% | -141.8% | -64.9% |
| All | -50.7% | +165.2% | -215.8% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling