-61.1%
ADBE vs BROS
+41.2%
-102.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.2% |
| 7D | -10.1% | -0.9% | -9.1% | -10.0% |
| 30D | -3.0% | -13.5% | +10.5% | -0.9% |
| 3M | +5.0% | -18.4% | +23.4% | +7.4% |
| 6M | -9.3% | -10.6% | +1.3% | -9.1% |
| YTD | -26.5% | -25.1% | -1.4% | -24.4% |
| 1Y | -28.3% | -28.6% | +0.4% | -25.9% |
| 3Y | -54.1% | +65.6% | -119.7% | -61.5% |
| All | -61.1% | +41.2% | -102.3% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling