+158.7%
ADBE vs EXPD
+314.6%
-155.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -7.2% |
| 7D | -8.6% | -1.1% | -7.4% | -8.1% |
| 30D | +2.8% | +4.1% | -1.3% | +0.6% |
| 3M | +3.1% | +17.9% | -14.8% | -5.5% |
| 6M | -2.4% | +29.2% | -31.6% | -15.2% |
| YTD | -23.9% | +27.4% | -51.2% | -34.4% |
| 1Y | -22.6% | +56.8% | -79.4% | -41.0% |
| 3Y | -52.7% | +68.0% | -120.7% | -66.5% |
| 5Y | -60.0% | +61.9% | -121.9% | -71.6% |
| All | +158.7% | +314.6% | -155.8% | +13.6% |
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