-20.5%
ADSK vs BURL
-17.2%
-3.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.4% |
| 7D | +4.9% | +4.1% | +0.8% | +3.9% |
| 30D | +11.3% | -9.5% | +20.8% | +13.8% |
| 3M | +7.9% | -33.5% | +41.5% | +18.0% |
| 6M | +7.7% | -22.1% | +29.8% | +12.6% |
| YTD | -11.6% | -14.6% | +3.0% | -10.1% |
| 1Y | -11.2% | -8.4% | -2.9% | -11.9% |
| 3Y | +29.6% | +86.6% | -57.0% | +0.9% |
| All | -20.5% | -17.2% | -3.3% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling