-28.0%
ADBE vs BWA
+55.6%
-83.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.6% |
| 7D | -5.4% | -1.3% | -4.0% | -5.6% |
| 30D | -2.5% | -2.9% | +0.4% | -2.8% |
| 3M | +15.3% | -10.7% | +26.0% | +14.9% |
| 6M | -7.8% | +26.5% | -34.3% | -7.2% |
| YTD | -27.9% | +49.1% | -77.0% | -31.3% |
| 1Y | -28.0% | +52.1% | -80.1% | -32.4% |
| All | -28.0% | +55.6% | -83.6% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling