-63.2%
ADBE vs XLI
+69.5%
-132.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | +1.6% | +3.8% | -2.2% | -1.2% |
| 30D | +1.0% | +1.0% | 0.0% | -0.1% |
| 3M | -10.1% | -8.9% | -1.2% | -4.2% |
| 6M | +3.0% | -2.3% | +5.3% | +2.4% |
| YTD | -30.5% | +9.7% | -40.2% | -39.4% |
| 1Y | -27.1% | +12.3% | -39.4% | -38.0% |
| 3Y | -58.8% | +71.5% | -130.3% | -78.6% |
| All | -63.2% | +69.5% | -132.7% | -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