-54.9%
ADBE vs XLI
+69.4%
-124.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | -8.9% | -0.6% | -8.3% | -8.7% |
| 30D | -6.6% | -6.9% | +0.3% | -4.3% |
| 3M | +7.1% | -1.9% | +9.1% | +6.9% |
| 6M | -9.8% | +1.0% | -10.8% | -11.9% |
| YTD | -27.2% | +11.3% | -38.5% | -34.1% |
| 1Y | -28.0% | +15.8% | -43.8% | -37.0% |
| All | -54.9% | +69.4% | -124.3% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 3y: compounded portfolio wealth divided by compounded XLI 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…
3y analysis · Full analysis span regression · 6 months rolling