-11.8%
ABT vs BURL
-9.1%
-2.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -5.4% | -0.8% | -4.6% | -5.3% |
| 30D | +8.0% | -4.4% | +12.4% | +8.1% |
| 3M | +0.2% | -28.6% | +28.8% | +2.3% |
| 6M | +34.1% | -12.3% | +46.4% | +34.3% |
| YTD | -10.6% | -11.3% | +0.7% | -10.1% |
| 1Y | -11.8% | -10.4% | -1.4% | -11.4% |
| All | -11.8% | -9.1% | -2.7% | -11.4% |
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