+47.8%
ABNB vs BURL
-9.1%
+56.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.3% |
| 7D | +2.7% | -0.8% | +3.5% | +2.9% |
| 30D | +10.8% | -4.4% | +15.2% | +11.4% |
| 3M | -2.1% | -28.6% | +26.5% | +3.6% |
| 6M | +32.2% | -12.3% | +44.5% | +33.7% |
| YTD | +33.5% | -11.3% | +44.7% | +37.3% |
| 1Y | +47.8% | -10.4% | +58.3% | +51.8% |
| All | +47.8% | -9.1% | +56.9% | +51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling