+579.4%
ADI vs BURL
+252.7%
+326.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.1% |
| 7D | -12.8% | +4.1% | -16.9% | -13.9% |
| 30D | -11.3% | -9.5% | -1.9% | -9.1% |
| 3M | -3.4% | -33.5% | +30.2% | +7.5% |
| 6M | -12.0% | -22.1% | +10.1% | -7.0% |
| YTD | +35.3% | -14.6% | +49.8% | +38.8% |
| 1Y | +58.1% | -8.4% | +66.4% | +57.7% |
| 3Y | +127.4% | +86.6% | +40.8% | +79.4% |
| 5Y | +114.6% | -17.2% | +131.8% | +105.3% |
| All | +579.4% | +252.7% | +326.7% | +353.5% |
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