-0.7%
ADSK vs BURL
+63.9%
-64.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.6% | -10.9% | -8.6% |
| 7D | -16.4% | -2.8% | -13.6% | -16.1% |
| 30D | -9.2% | -28.2% | +18.9% | -5.2% |
| 3M | -6.7% | -17.6% | +10.9% | -4.4% |
| 6M | -15.5% | -11.8% | -3.7% | -14.7% |
| YTD | -26.4% | -8.1% | -18.2% | -26.3% |
| 1Y | -31.9% | -12.0% | -19.9% | -31.6% |
| All | -0.7% | +63.9% | -64.6% | -7.2% |
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 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