-55.3%
ADBE vs BTDR
+4.4%
-59.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.4% | +1.3% |
| 7D | -5.4% | -3.4% | -2.0% | -5.3% |
| 30D | -2.5% | +32.6% | -35.1% | -2.8% |
| 3M | +15.3% | -32.2% | +47.5% | +16.1% |
| 6M | -7.8% | +52.4% | -60.2% | -9.4% |
| YTD | -27.9% | +6.7% | -34.6% | -28.7% |
| 1Y | -28.0% | -15.2% | -12.8% | -28.9% |
| 3Y | -55.3% | +14.9% | -70.2% | -58.2% |
| All | -55.3% | +4.4% | -59.7% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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