+6.6%
ADM vs BURL
+86.7%
-80.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.7% |
| 7D | -9.0% | +4.1% | -13.1% | -9.1% |
| 30D | -14.0% | -9.5% | -4.5% | -13.7% |
| 3M | -9.2% | -33.5% | +24.4% | -7.8% |
| 6M | -9.2% | -22.1% | +12.9% | -8.5% |
| YTD | +24.2% | -14.6% | +38.8% | +23.9% |
| 1Y | +27.0% | -8.4% | +35.3% | +25.7% |
| 3Y | +6.6% | +86.6% | -80.0% | +0.9% |
| All | +6.6% | +86.7% | -80.1% | +0.9% |
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