+10.3%
ABNB vs BURL
-11.0%
+21.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.7% |
| 7D | -4.0% | -2.8% | -1.2% | -3.1% |
| 30D | +19.3% | -28.2% | +47.5% | +33.1% |
| 3M | +36.1% | -17.6% | +53.7% | +44.5% |
| 6M | +34.2% | -11.8% | +46.0% | +38.1% |
| YTD | +34.1% | -8.1% | +42.2% | +35.8% |
| 1Y | +45.1% | -12.0% | +57.1% | +47.5% |
| 3Y | +37.1% | +63.3% | -26.2% | +5.9% |
| All | +10.3% | -11.0% | +21.2% | +9.2% |
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