-55.3%
ADBE vs BRO
-7.6%
-47.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -5.4% | -7.3% | +2.0% | -2.6% |
| 30D | -2.5% | -6.9% | +4.3% | +0.2% |
| 3M | +15.3% | +10.7% | +4.6% | +12.6% |
| 6M | -7.8% | -2.7% | -5.2% | -7.0% |
| YTD | -27.9% | -16.3% | -11.6% | -24.4% |
| 1Y | -28.0% | -29.1% | +1.0% | -21.6% |
| 3Y | -55.3% | -7.8% | -47.5% | -56.1% |
| All | -55.3% | -7.6% | -47.7% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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