+594.5%
ADI vs BURL
+215.5%
+379.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.9% |
| 7D | +0.4% | -2.8% | +3.2% | +1.2% |
| 30D | -3.8% | -28.2% | +24.4% | +5.3% |
| 3M | -15.3% | -17.6% | +2.3% | -10.9% |
| 6M | +6.7% | -11.8% | +18.5% | +9.3% |
| YTD | +34.8% | -8.1% | +42.9% | +36.3% |
| 1Y | +49.0% | -12.0% | +61.0% | +51.1% |
| 3Y | +108.1% | +63.3% | +44.8% | +71.3% |
| 5Y | +142.4% | -10.8% | +153.2% | +127.9% |
| All | +594.5% | +215.5% | +379.1% | +383.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling