+802.5%
ADBE vs EXPE
+851.4%
-48.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.1% | -6.2% |
| 7D | -8.6% | -9.5% | +1.0% | -5.9% |
| 30D | +2.8% | -6.6% | +9.4% | +4.6% |
| 3M | +3.1% | +31.4% | -28.2% | -5.0% |
| 6M | -2.4% | +35.2% | -37.6% | -11.4% |
| YTD | -23.9% | +5.8% | -29.7% | -26.2% |
| 1Y | -22.6% | +38.7% | -61.3% | -31.3% |
| 3Y | -52.7% | +175.8% | -228.5% | -67.0% |
| 5Y | -60.0% | +111.8% | -171.9% | -71.2% |
| 10Y | +157.3% | +179.7% | -22.4% | +51.5% |
| All | +802.5% | +851.4% | -48.9% | +138.2% |
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