-59.8%
ADBE vs BWA
+65.2%
-124.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | -4.4% | +1.7% | -6.1% | -4.4% |
| 30D | -0.2% | -14.6% | +14.4% | +0.2% |
| 3M | -9.9% | -26.2% | +16.3% | -9.1% |
| 6M | -3.5% | -18.4% | +14.9% | -3.7% |
| YTD | -32.1% | +14.7% | -46.8% | -36.9% |
| 1Y | -28.7% | +13.3% | -42.0% | -33.6% |
| All | -59.8% | +65.2% | -124.9% | -65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling