+262.6%
ADSK vs BURL
+261.4%
+1.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -0.5% |
| 7D | +2.1% | +7.7% | -5.6% | +0.2% |
| 30D | +11.9% | -7.1% | +19.0% | +14.0% |
| 3M | +5.7% | -30.3% | +36.0% | +15.6% |
| 6M | +7.7% | -15.5% | +23.3% | +10.9% |
| YTD | -11.0% | -11.0% | -0.1% | -10.3% |
| 1Y | -11.4% | -8.4% | -3.0% | -11.9% |
| 3Y | +28.7% | +96.7% | -68.0% | -2.4% |
| 5Y | -20.1% | -14.1% | -6.0% | -25.9% |
| 10Y | +262.6% | +255.1% | +7.5% | +154.2% |
| All | +262.6% | +261.4% | +1.2% | +154.2% |
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 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