-54.1%
ADBE vs BAH
-32.1%
-22.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.5% | -3.3% |
| 7D | -10.1% | -4.3% | -5.7% | -9.2% |
| 30D | -3.0% | -4.5% | +1.5% | -2.0% |
| 3M | +5.0% | -7.6% | +12.6% | +6.0% |
| 6M | -9.3% | -10.6% | +1.3% | -8.1% |
| YTD | -26.5% | -12.6% | -13.9% | -25.5% |
| 1Y | -28.3% | -27.0% | -1.3% | -25.9% |
| 3Y | -54.1% | -31.5% | -22.6% | -58.5% |
| All | -54.1% | -32.1% | -22.0% | -58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling