-52.8%
ADBE vs EXPD
+68.7%
-121.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -6.9% |
| 7D | -8.6% | -1.1% | -7.4% | -8.4% |
| 30D | +2.8% | +4.1% | -1.3% | +1.9% |
| 3M | +3.1% | +17.9% | -14.8% | -0.5% |
| 6M | -2.4% | +29.2% | -31.6% | -7.9% |
| YTD | -23.9% | +27.4% | -51.2% | -28.5% |
| 1Y | -22.6% | +56.8% | -79.4% | -31.8% |
| All | -52.8% | +68.7% | -121.5% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling