+829.3%
ADBE vs BAH
+886.2%
-57.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.3% | -6.3% |
| 7D | -8.6% | -3.2% | -5.3% | -7.6% |
| 30D | +2.8% | +2.0% | +0.8% | +2.2% |
| 3M | +3.1% | -7.6% | +10.8% | +5.4% |
| 6M | -2.4% | -5.7% | +3.3% | -1.3% |
| YTD | -23.9% | -11.7% | -12.1% | -21.9% |
| 1Y | -22.6% | -27.4% | +4.8% | -16.3% |
| 3Y | -52.7% | -32.5% | -20.1% | -50.1% |
| 5Y | -60.0% | -3.3% | -56.7% | -63.4% |
| 10Y | +157.3% | +186.0% | -28.7% | +72.6% |
| All | +829.3% | +886.2% | -57.0% | +332.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling