+151.4%
ADBE vs BG
+166.7%
-15.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.7% |
| 7D | -5.4% | +3.1% | -8.5% | -5.9% |
| 30D | -2.5% | +10.2% | -12.7% | -4.4% |
| 3M | +15.3% | -1.7% | +17.0% | +15.1% |
| 6M | -7.8% | +1.0% | -8.8% | -8.6% |
| YTD | -27.9% | +39.9% | -67.8% | -33.3% |
| 1Y | -28.0% | +53.2% | -81.3% | -34.9% |
| 3Y | -55.3% | +16.3% | -71.6% | -57.7% |
| 5Y | -61.7% | +83.9% | -145.6% | -68.3% |
| All | +151.4% | +166.7% | -15.2% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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