+701.6%
ADBE vs EXPE
+710.1%
-8.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.3% |
| 7D | -3.8% | -11.2% | +7.4% | -1.0% |
| 30D | -2.3% | -7.5% | +5.2% | -0.6% |
| 3M | -13.3% | -19.1% | +5.8% | -8.7% |
| 6M | -6.5% | +10.7% | -17.2% | -10.2% |
| YTD | -32.4% | -9.9% | -22.5% | -31.9% |
| 1Y | -28.0% | -4.6% | -23.4% | -28.9% |
| 3Y | -60.4% | +116.8% | -177.2% | -70.4% |
| 5Y | -63.4% | +38.6% | -102.0% | -70.2% |
| 10Y | +127.4% | +115.9% | +11.6% | +43.7% |
| All | +701.6% | +710.1% | -8.6% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling