-61.5%
ADBE vs XME
+183.2%
-244.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -8.9% | -0.2% | -8.7% | -8.9% |
| 30D | -6.6% | +1.4% | -8.0% | -7.1% |
| 3M | +7.1% | +2.7% | +4.4% | +6.0% |
| 6M | -9.8% | +6.5% | -16.3% | -12.2% |
| YTD | -27.2% | +15.2% | -42.4% | -31.8% |
| 1Y | -28.0% | +43.5% | -71.5% | -38.1% |
| 3Y | -54.5% | +135.9% | -190.4% | -68.4% |
| 5Y | -61.5% | +181.5% | -242.9% | -74.4% |
| All | -61.5% | +183.2% | -244.7% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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