+129.2%
ADBE vs BA
+28.0%
+101.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -4.4% | -1.4% | -3.0% | -4.1% |
| 30D | -0.2% | -7.9% | +7.7% | +1.6% |
| 3M | -9.9% | -25.2% | +15.3% | -3.7% |
| 6M | -3.5% | -26.7% | +23.3% | +3.1% |
| YTD | -32.1% | -19.6% | -12.5% | -29.6% |
| 1Y | -28.7% | -10.6% | -18.1% | -28.2% |
| 3Y | -60.2% | -11.2% | -49.0% | -61.2% |
| 5Y | -63.1% | -20.4% | -42.6% | -63.8% |
| 10Y | +129.2% | +26.8% | +102.4% | +111.7% |
| All | +129.2% | +28.0% | +101.2% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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