-15.6%
ABNB vs BURL
-15.9%
+0.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -2.5% |
| 7D | +2.2% | +3.5% | -1.3% | +1.1% |
| 30D | +6.1% | -9.3% | +15.4% | +9.5% |
| 3M | +11.6% | -32.1% | +43.7% | +26.3% |
| 6M | +21.8% | -19.8% | +41.6% | +29.1% |
| YTD | +25.4% | -13.2% | +38.5% | +29.0% |
| 1Y | +38.9% | -7.8% | +46.7% | +38.7% |
| 3Y | +38.7% | +89.3% | -50.6% | +0.4% |
| 5Y | -15.6% | -15.8% | +0.2% | -17.8% |
| All | -15.6% | -15.9% | +0.2% | -17.8% |
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 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