+101.1%
ADM vs BURL
+258.4%
-157.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.1% |
| 7D | -7.5% | +3.5% | -11.0% | -8.0% |
| 30D | -14.3% | -9.3% | -5.0% | -13.3% |
| 3M | -8.6% | -32.1% | +23.5% | -4.2% |
| 6M | -9.9% | -19.8% | +10.0% | -8.0% |
| YTD | +25.1% | -13.2% | +38.3% | +25.8% |
| 1Y | +28.8% | -7.8% | +36.7% | +28.0% |
| 3Y | +6.9% | +89.3% | -82.5% | -7.3% |
| 5Y | +25.9% | -15.8% | +41.7% | +21.5% |
| All | +101.1% | +258.4% | -157.3% | +64.8% |
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 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