-62.4%
ADBE vs BROS
+33.7%
-96.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -1.8% |
| 7D | -12.9% | -6.1% | -6.9% | -12.1% |
| 30D | -5.6% | -12.4% | +6.7% | -3.8% |
| 3M | +6.6% | -27.9% | +34.6% | +11.3% |
| 6M | -9.6% | -16.8% | +7.2% | -8.3% |
| YTD | -28.9% | -29.0% | +0.1% | -26.2% |
| 1Y | -28.9% | -33.2% | +4.3% | -25.9% |
| 3Y | -55.6% | +56.8% | -112.4% | -62.4% |
| All | -62.4% | +33.7% | -96.0% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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