-61.5%
ADBE vs BWA
+89.5%
-151.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -8.9% | +0.1% | -9.0% | -9.0% |
| 30D | -6.6% | -5.6% | -1.1% | -5.8% |
| 3M | +7.1% | -10.7% | +17.8% | +9.1% |
| 6M | -9.8% | +23.2% | -32.9% | -15.9% |
| YTD | -27.2% | +46.0% | -73.2% | -36.6% |
| 1Y | -28.0% | +51.2% | -79.2% | -38.2% |
| 3Y | -54.5% | +69.6% | -124.1% | -63.3% |
| 5Y | -61.5% | +86.6% | -148.1% | -72.0% |
| All | -61.5% | +89.5% | -151.0% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling