+725.3%
ADBE vs BAH
+1,084.3%
-359.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -3.8% | +0.5% | -4.3% | -4.0% |
| 30D | -2.3% | +18.2% | -20.5% | -7.4% |
| 3M | -13.3% | +13.1% | -26.4% | -16.7% |
| 6M | -6.5% | +15.2% | -21.7% | -11.0% |
| YTD | -32.4% | +6.0% | -38.4% | -34.6% |
| 1Y | -28.0% | +3.1% | -31.1% | -30.0% |
| 3Y | -60.4% | -26.2% | -34.2% | -59.2% |
| 5Y | -63.4% | +9.3% | -72.8% | -67.7% |
| 10Y | +127.4% | +212.3% | -84.9% | +47.3% |
| All | +725.3% | +1,084.3% | -359.0% | +261.7% |
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