-64.1%
ADBE vs EXPD
+55.6%
-119.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.0% |
| 7D | -4.4% | -7.2% | +2.8% | -1.5% |
| 30D | +2.8% | -3.3% | +6.1% | +4.1% |
| 3M | -8.0% | +3.4% | -11.4% | -9.6% |
| 6M | -4.3% | +22.7% | -27.0% | -12.9% |
| YTD | -31.6% | +24.5% | -56.2% | -39.4% |
| 1Y | -26.9% | +38.6% | -65.5% | -38.8% |
| 3Y | -57.7% | +71.5% | -129.2% | -70.0% |
| All | -64.1% | +55.6% | -119.6% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling