+8,113.9%
ADBE vs BWA
+3,492.4%
+4,621.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.8% | -9.5% | -7.6% |
| 7D | -8.6% | +5.7% | -14.2% | -10.3% |
| 30D | +2.8% | +1.4% | +1.4% | +1.9% |
| 3M | +3.1% | -12.1% | +15.2% | +6.3% |
| 6M | -2.4% | +28.6% | -31.0% | -12.8% |
| YTD | -23.9% | +51.1% | -74.9% | -36.9% |
| 1Y | -22.6% | +55.9% | -78.5% | -36.7% |
| 3Y | -52.7% | +70.1% | -122.8% | -63.8% |
| 5Y | -60.0% | +90.7% | -150.7% | -71.2% |
| 10Y | +157.3% | +154.0% | +3.3% | +51.7% |
| All | +8,113.9% | +3,492.4% | +4,621.5% | +1,812.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling