+132.9%
ADBE vs EXPD
+336.9%
-204.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -3.2% | +3.6% | -6.8% | -4.9% |
| 30D | +1.0% | +0.3% | +0.7% | +0.6% |
| 3M | -7.8% | +6.1% | -13.9% | -10.8% |
| 6M | -1.0% | +27.4% | -28.3% | -12.9% |
| YTD | -31.8% | +32.0% | -63.8% | -42.5% |
| 1Y | -29.2% | +40.5% | -69.8% | -42.4% |
| 3Y | -60.1% | +75.7% | -135.8% | -72.5% |
| 5Y | -63.7% | +61.7% | -125.4% | -74.2% |
| All | +132.9% | +336.9% | -204.0% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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