+998.7%
XLE vs ADBE
+4,350.1%
-3,351.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -6.7% | -3.8% | -2.9% | -6.0% |
| 30D | -4.4% | -2.3% | -2.1% | -4.2% |
| 3M | +4.0% | -13.3% | +17.3% | +6.4% |
| 6M | +13.2% | -6.5% | +19.6% | +13.3% |
| YTD | +41.9% | -32.4% | +74.3% | +50.6% |
| 1Y | +41.6% | -28.0% | +69.7% | +48.3% |
| 3Y | +64.0% | -60.4% | +124.3% | +89.6% |
| 5Y | +158.1% | -63.4% | +221.5% | +193.9% |
| 10Y | +163.9% | +127.4% | +36.5% | +99.8% |
| All | +998.7% | +4,350.1% | -3,351.4% | +387.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADBE.
Daily Out/Under-Performance
Portfolio return minus ADBE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADBE 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 ADBE 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