+18.6%
ADM vs BURL
+63.9%
-45.3%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.2% |
| 7D | +3.8% | -2.8% | +6.6% | +3.9% |
| 30D | +9.8% | -28.2% | +37.9% | +11.4% |
| 3M | +2.1% | -17.6% | +19.7% | +2.9% |
| 6M | +27.5% | -11.8% | +39.3% | +27.6% |
| YTD | +50.2% | -8.1% | +58.4% | +49.7% |
| 1Y | +40.6% | -12.0% | +52.5% | +40.2% |
| All | +18.6% | +63.9% | -45.3% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling