-60.9%
ADBE vs XLI
+80.9%
-141.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.6% |
| 7D | -5.4% | -1.7% | -3.7% | -4.1% |
| 30D | -2.5% | -7.3% | +4.7% | +3.0% |
| 3M | +15.3% | -1.3% | +16.6% | +15.1% |
| 6M | -7.8% | +2.2% | -10.1% | -12.1% |
| YTD | -27.9% | +11.7% | -39.6% | -37.6% |
| 1Y | -28.0% | +14.3% | -42.3% | -39.3% |
| 3Y | -55.3% | +70.3% | -125.7% | -76.2% |
| All | -60.9% | +80.9% | -141.8% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling