+689.5%
ADBE vs XME
+170.7%
+518.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.5% |
| 7D | +1.6% | +0.3% | +1.3% | +1.3% |
| 30D | +1.0% | -6.1% | +7.1% | +2.8% |
| 3M | -10.1% | -18.6% | +8.5% | -4.2% |
| 6M | +3.0% | -23.9% | +26.9% | +10.7% |
| YTD | -30.5% | -9.3% | -21.2% | -31.3% |
| 1Y | -27.1% | +1.8% | -28.9% | -31.2% |
| 3Y | -58.8% | +93.0% | -151.8% | -70.7% |
| 5Y | -63.0% | +107.0% | -170.0% | -75.0% |
| 10Y | +134.5% | +266.9% | -132.5% | +15.1% |
| All | +689.5% | +170.7% | +518.8% | +224.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling