+156.4%
ADBE vs BAH
+186.6%
-30.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | -8.9% | -1.3% | -7.6% | -8.5% |
| 30D | -6.6% | -6.6% | 0.0% | -4.4% |
| 3M | +7.1% | -7.2% | +14.3% | +9.5% |
| 6M | -9.8% | -10.0% | +0.2% | -7.2% |
| YTD | -27.2% | -12.5% | -14.7% | -25.0% |
| 1Y | -28.0% | -27.9% | -0.1% | -21.3% |
| 3Y | -54.5% | -31.4% | -23.1% | -53.0% |
| 5Y | -61.5% | -3.2% | -58.3% | -66.8% |
| 10Y | +156.4% | +191.5% | -35.0% | +51.9% |
| All | +156.4% | +186.6% | -30.2% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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