+229.0%
ADM vs BURL
+1,051.1%
-822.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.1% |
| 7D | +3.8% | -2.8% | +6.6% | +4.1% |
| 30D | +9.8% | -28.2% | +37.9% | +14.3% |
| 3M | +2.1% | -17.6% | +19.7% | +4.3% |
| 6M | +27.5% | -11.8% | +39.3% | +28.4% |
| YTD | +50.2% | -8.1% | +58.4% | +50.4% |
| 1Y | +40.6% | -12.0% | +52.5% | +41.0% |
| 3Y | +17.2% | +63.3% | -46.1% | +5.2% |
| 5Y | +61.9% | -10.8% | +72.7% | +54.8% |
| 10Y | +159.3% | +215.9% | -56.6% | +104.6% |
| All | +229.0% | +1,051.1% | -822.1% | +145.2% |
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