+515.9%
ADBE vs BTG
+385.9%
+130.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.0% |
| 7D | -8.9% | +2.4% | -11.3% | -9.0% |
| 30D | -6.6% | +9.5% | -16.1% | -7.1% |
| 3M | +7.1% | +38.5% | -31.4% | +5.3% |
| 6M | -9.8% | +5.6% | -15.4% | -10.4% |
| YTD | -27.2% | +23.9% | -51.1% | -28.4% |
| 1Y | -28.0% | +32.1% | -60.1% | -29.7% |
| 3Y | -54.5% | +103.2% | -157.7% | -56.9% |
| 5Y | -61.5% | +79.7% | -141.2% | -63.5% |
| 10Y | +156.4% | +159.1% | -2.7% | +136.4% |
| All | +515.9% | +385.9% | +130.0% | +385.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling