+192.9%
XOM vs ADBE
+154.3%
+38.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | +4.1% | -5.4% | +9.4% | +4.9% |
| 30D | +4.6% | -2.5% | +7.1% | +4.8% |
| 3M | +14.0% | +15.3% | -1.3% | +11.0% |
| 6M | +11.0% | -7.8% | +18.8% | +11.4% |
| YTD | +40.7% | -27.9% | +68.6% | +46.4% |
| 1Y | +52.3% | -28.0% | +80.4% | +58.2% |
| 3Y | +60.5% | -55.3% | +115.8% | +76.1% |
| 5Y | +266.4% | -61.7% | +328.1% | +303.5% |
| All | +192.9% | +154.3% | +38.6% | +120.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling