+378.3%
ADBE vs BURL
+987.9%
-609.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.2% |
| 7D | -0.7% | +3.5% | -4.1% | -1.5% |
| 30D | +3.5% | -9.3% | +12.8% | +5.6% |
| 3M | -5.0% | -32.1% | +27.1% | +2.8% |
| 6M | -3.6% | -19.8% | +16.2% | +0.1% |
| YTD | -29.6% | -13.2% | -16.4% | -28.6% |
| 1Y | -26.6% | -7.8% | -18.7% | -26.8% |
| 3Y | -56.3% | +89.3% | -145.6% | -64.4% |
| 5Y | -62.8% | -15.8% | -47.0% | -64.8% |
| 10Y | +132.1% | +262.2% | -130.1% | +55.7% |
| All | +378.3% | +987.9% | -609.6% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling