-54.9%
ADBE vs BROS
+62.9%
-117.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.7% |
| 7D | -8.9% | -6.6% | -2.3% | -8.3% |
| 30D | -6.6% | -12.3% | +5.7% | -5.5% |
| 3M | +7.1% | -22.2% | +29.3% | +9.2% |
| 6M | -9.8% | -14.3% | +4.5% | -9.3% |
| YTD | -27.2% | -26.6% | -0.6% | -25.8% |
| 1Y | -28.0% | -31.5% | +3.5% | -26.4% |
| All | -54.9% | +62.9% | -117.8% | -58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling