+518.9%
ADSK vs BURL
+1,015.7%
-496.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -0.4% |
| 7D | +2.1% | +7.7% | -5.6% | +0.3% |
| 30D | +11.9% | -7.1% | +19.0% | +13.9% |
| 3M | +5.7% | -30.3% | +36.0% | +14.8% |
| 6M | +7.7% | -15.5% | +23.3% | +10.7% |
| YTD | -11.0% | -11.0% | -0.1% | -10.3% |
| 1Y | -11.4% | -8.4% | -3.0% | -11.8% |
| 3Y | +28.7% | +96.7% | -68.0% | +0.8% |
| 5Y | -20.1% | -14.1% | -6.0% | -25.6% |
| 10Y | +262.6% | +255.1% | +7.5% | +149.0% |
| All | +518.9% | +1,015.7% | -496.8% | +276.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling