-24.2%
ADSK vs BURL
-11.0%
-13.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.6% | -10.9% | -8.9% |
| 7D | -16.4% | -2.8% | -13.6% | -15.9% |
| 30D | -9.2% | -28.2% | +18.9% | -2.3% |
| 3M | -6.7% | -17.6% | +10.9% | -2.9% |
| 6M | -15.5% | -11.8% | -3.7% | -14.2% |
| YTD | -26.4% | -8.1% | -18.2% | -26.2% |
| 1Y | -31.9% | -12.0% | -19.9% | -31.5% |
| 3Y | -1.0% | +63.3% | -64.3% | -19.0% |
| All | -24.2% | -11.0% | -13.2% | -30.9% |
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