-62.8%
ADBE vs BURL
-15.9%
-47.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.2% |
| 7D | -0.7% | +3.5% | -4.1% | -1.4% |
| 30D | +3.5% | -9.3% | +12.8% | +5.5% |
| 3M | -5.0% | -32.1% | +27.1% | +2.6% |
| 6M | -3.6% | -19.8% | +16.2% | 0.0% |
| YTD | -29.6% | -13.2% | -16.4% | -28.7% |
| 1Y | -26.6% | -7.8% | -18.7% | -26.9% |
| 3Y | -56.3% | +89.3% | -145.6% | -65.0% |
| 5Y | -62.8% | -15.8% | -47.0% | -63.6% |
| All | -62.8% | -15.9% | -47.0% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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