+120.0%
ADBE vs BA
+31.3%
+88.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -5.6% | -1.7% | -3.9% | -5.2% |
| 30D | -2.0% | -9.5% | +7.4% | +0.1% |
| 3M | -10.5% | -26.5% | +15.9% | -4.0% |
| 6M | -6.2% | -27.4% | +21.2% | +0.3% |
| YTD | -32.2% | -20.6% | -11.6% | -29.5% |
| 1Y | -27.4% | -11.4% | -16.0% | -26.7% |
| 3Y | -58.9% | -10.8% | -48.1% | -60.0% |
| 5Y | -64.5% | -21.9% | -42.5% | -65.1% |
| 10Y | +120.0% | +28.1% | +91.9% | +119.3% |
| All | +120.0% | +31.3% | +88.7% | +119.3% |
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