+60.8%
ABNB vs BURL
+86.7%
-26.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.6% | +13.3% | +12.1% |
| 7D | +15.6% | +4.1% | +11.5% | +14.4% |
| 30D | +18.3% | -9.5% | +27.7% | +21.0% |
| 3M | +25.3% | -33.5% | +58.8% | +37.8% |
| 6M | +35.8% | -22.1% | +57.9% | +42.8% |
| YTD | +40.0% | -14.6% | +54.6% | +43.7% |
| 1Y | +57.6% | -8.4% | +66.0% | +57.9% |
| 3Y | +60.8% | +86.6% | -25.8% | +51.0% |
| All | +60.8% | +86.7% | -26.0% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling