-61.2%
ADBE vs EXPE
+89.5%
-150.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.9% | +4.4% | -1.2% |
| 7D | -10.1% | -9.8% | -0.3% | -7.4% |
| 30D | -3.0% | -11.5% | +8.5% | +0.2% |
| 3M | +5.0% | +21.7% | -16.7% | -1.1% |
| 6M | -9.3% | +10.4% | -19.7% | -12.5% |
| YTD | -26.5% | -2.5% | -24.0% | -27.1% |
| 1Y | -28.3% | +27.3% | -55.6% | -34.7% |
| 3Y | -54.1% | +153.5% | -207.6% | -67.5% |
| 5Y | -61.2% | +91.1% | -152.3% | -70.5% |
| All | -61.2% | +89.5% | -150.7% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling