-19.0%
ADSK vs BURL
-10.8%
-8.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +2.7% |
| 7D | +1.0% | -1.6% | +2.6% | +1.3% |
| 30D | +14.4% | -7.7% | +22.1% | +16.4% |
| 3M | +2.5% | -31.7% | +34.2% | +11.3% |
| 6M | +14.5% | -15.2% | +29.6% | +17.1% |
| YTD | -10.7% | -15.9% | +5.2% | -8.9% |
| 1Y | -11.0% | -14.2% | +3.2% | -10.2% |
| 3Y | +25.9% | +93.5% | -67.7% | -3.8% |
| All | -19.0% | -10.8% | -8.2% | -26.4% |
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 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