+151.4%
ADBE vs EXPE
+169.0%
-17.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | -0.1% | +1.0% |
| 7D | -5.4% | -5.8% | +0.4% | -3.9% |
| 30D | -2.5% | -13.6% | +11.1% | +1.1% |
| 3M | +15.3% | +25.2% | -9.9% | +8.6% |
| 6M | -7.8% | +22.3% | -30.2% | -13.0% |
| YTD | -27.9% | -0.3% | -27.6% | -28.9% |
| 1Y | -28.0% | +27.8% | -55.9% | -33.8% |
| 3Y | -55.3% | +162.4% | -217.8% | -67.0% |
| 5Y | -61.7% | +95.8% | -157.6% | -70.8% |
| All | +151.4% | +169.0% | -17.5% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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