+234.1%
ABT vs BURL
+232.1%
+2.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.8% | +1.6% |
| 7D | -1.3% | -1.6% | +0.3% | -1.1% |
| 30D | +6.0% | -7.7% | +13.8% | +7.1% |
| 3M | -1.9% | -31.7% | +29.8% | +2.7% |
| 6M | +31.2% | -15.2% | +46.3% | +33.1% |
| YTD | -11.2% | -15.9% | +4.7% | -10.0% |
| 1Y | -14.0% | -14.2% | +0.2% | -13.2% |
| 3Y | +20.7% | +93.5% | -72.8% | +5.0% |
| 5Y | -6.7% | -9.9% | +3.2% | -11.2% |
| All | +234.1% | +232.1% | +2.0% | +187.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling