-55.3%
ADBE vs BTG
+94.8%
-150.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | -5.4% | -3.8% | -1.6% | -5.4% |
| 30D | -2.5% | +3.6% | -6.2% | -2.5% |
| 3M | +15.3% | +32.0% | -16.7% | +15.5% |
| 6M | -7.8% | +3.4% | -11.2% | -7.6% |
| YTD | -27.9% | +20.8% | -48.7% | -27.9% |
| 1Y | -28.0% | +22.4% | -50.5% | -28.3% |
| 3Y | -55.3% | +91.7% | -147.0% | -55.7% |
| All | -55.3% | +94.8% | -150.1% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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