+913.0%
ADI vs BURL
+1,051.1%
-138.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.9% |
| 7D | +0.4% | -2.8% | +3.2% | +1.1% |
| 30D | -3.8% | -28.2% | +24.4% | +4.7% |
| 3M | -15.3% | -17.6% | +2.3% | -11.2% |
| 6M | +6.7% | -11.8% | +18.5% | +9.2% |
| YTD | +34.8% | -8.1% | +42.9% | +36.2% |
| 1Y | +49.0% | -12.0% | +61.0% | +51.0% |
| 3Y | +108.1% | +63.3% | +44.8% | +73.7% |
| 5Y | +142.4% | -10.8% | +153.2% | +127.7% |
| 10Y | +589.9% | +215.9% | +374.0% | +358.3% |
| All | +913.0% | +1,051.1% | -138.1% | +441.8% |
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