+391.9%
BAC vs ADBE
+150.9%
+241.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.4% |
| 7D | -0.3% | -12.9% | +12.7% | +3.2% |
| 30D | -1.8% | -5.6% | +3.9% | -0.6% |
| 3M | +15.3% | +6.6% | +8.7% | +12.0% |
| 6M | +30.2% | -9.6% | +39.7% | +31.4% |
| YTD | +15.6% | -28.9% | +44.5% | +24.4% |
| 1Y | +27.5% | -28.9% | +56.4% | +36.8% |
| 3Y | +137.0% | -55.6% | +192.6% | +181.1% |
| 5Y | +75.6% | -62.2% | +137.8% | +110.8% |
| All | +391.9% | +150.9% | +241.0% | +246.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADBE.
Daily Out/Under-Performance
Portfolio return minus ADBE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADBE 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 10y: compounded portfolio wealth divided by compounded ADBE 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…
10y analysis · Full analysis span regression · 6 months rolling