+542.4%
ADP vs BURL
+1,021.0%
-478.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.7% | -5.2% | +1.2% |
| 7D | +6.4% | +10.4% | -4.0% | +4.4% |
| 30D | +16.6% | -4.9% | +21.6% | +17.6% |
| 3M | +12.9% | -29.8% | +42.6% | +19.9% |
| 6M | +45.7% | -16.5% | +62.1% | +49.1% |
| YTD | +20.6% | -10.5% | +31.2% | +21.4% |
| 1Y | +20.5% | -5.3% | +25.8% | +19.4% |
| 3Y | +48.7% | +95.1% | -46.3% | +22.6% |
| 5Y | +50.0% | -12.1% | +62.1% | +41.4% |
| 10Y | +324.2% | +273.2% | +51.1% | +196.5% |
| All | +542.4% | +1,021.0% | -478.5% | +310.4% |
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