-63.2%
ADBE vs BROS
+10.5%
-73.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.5% | -4.6% | +0.9% |
| 7D | +1.6% | +6.3% | -4.7% | +0.5% |
| 30D | +1.0% | -8.3% | +9.3% | +1.8% |
| 3M | -10.1% | -29.8% | +19.7% | -5.7% |
| 6M | +3.0% | -25.8% | +28.8% | +6.2% |
| YTD | -30.5% | -41.4% | +10.8% | -26.2% |
| 1Y | -27.1% | -35.2% | +8.0% | -24.0% |
| 3Y | -58.8% | +32.8% | -91.6% | -64.4% |
| 5Y | -63.0% | -42.2% | -20.9% | -65.5% |
| All | -63.2% | +10.5% | -73.7% | -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 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