-28.0%
ADBE vs BG
+53.0%
-81.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.2% |
| 7D | -5.4% | +3.1% | -8.5% | -5.0% |
| 30D | -2.5% | +10.2% | -12.7% | -1.6% |
| 3M | +15.3% | -1.7% | +17.0% | +15.2% |
| 6M | -7.8% | +1.0% | -8.8% | -7.4% |
| YTD | -27.9% | +39.9% | -67.8% | -25.4% |
| 1Y | -28.0% | +53.2% | -81.3% | -24.9% |
| All | -28.0% | +53.0% | -81.0% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling