-3.4%
ABT vs BURL
-12.4%
+8.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | +0.1% |
| 7D | +0.3% | +7.7% | -7.4% | -0.3% |
| 30D | +11.6% | -7.1% | +18.8% | +12.3% |
| 3M | +3.1% | -30.3% | +33.4% | +6.2% |
| 6M | +32.8% | -15.5% | +48.4% | +34.2% |
| YTD | -9.6% | -11.0% | +1.4% | -9.2% |
| 1Y | -10.4% | -8.4% | -1.9% | -10.3% |
| 3Y | +25.8% | +96.7% | -70.9% | +12.6% |
| 5Y | -3.4% | -14.1% | +10.6% | -8.5% |
| All | -3.4% | -12.4% | +8.9% | -8.5% |
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