-45.9%
ADBE vs EXE
+191.4%
-237.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.6% | -6.6% |
| 7D | -8.6% | -0.3% | -8.3% | -8.5% |
| 30D | +2.8% | +8.5% | -5.7% | +1.6% |
| 3M | +3.1% | +5.5% | -2.3% | +2.3% |
| 6M | -2.4% | -5.9% | +3.5% | -1.8% |
| YTD | -23.9% | -9.7% | -14.1% | -23.0% |
| 1Y | -22.6% | +3.6% | -26.2% | -23.4% |
| 3Y | -52.7% | +18.0% | -70.7% | -54.4% |
| 5Y | -60.0% | +109.4% | -169.4% | -62.4% |
| All | -45.9% | +191.4% | -237.3% | -49.9% |
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