+54.1%
ABNB vs BURL
-15.0%
+69.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.6% | +6.7% | +3.8% |
| 7D | -1.7% | -1.6% | -0.1% | -1.5% |
| 30D | +11.8% | -7.7% | +19.6% | +13.2% |
| 3M | +0.9% | -31.7% | +32.5% | +7.6% |
| 6M | +40.5% | -15.2% | +55.6% | +42.7% |
| YTD | +37.6% | -15.9% | +53.5% | +42.9% |
| 1Y | +54.1% | -14.2% | +68.3% | +59.9% |
| All | +54.1% | -15.0% | +69.2% | +59.9% |
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 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