+0.9%
ABT vs BURL
-15.9%
+16.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.3% | -1.4% |
| 7D | +8.6% | +3.5% | +5.2% | +8.3% |
| 30D | +16.4% | -9.3% | +25.7% | +17.4% |
| 3M | +8.1% | -32.1% | +40.2% | +11.6% |
| 6M | +32.1% | -19.8% | +51.9% | +34.1% |
| YTD | -7.1% | -13.2% | +6.1% | -6.4% |
| 1Y | -6.5% | -7.8% | +1.3% | -6.5% |
| 3Y | +26.2% | +89.3% | -63.1% | +13.5% |
| 5Y | +0.9% | -15.8% | +16.7% | -4.5% |
| All | +0.9% | -15.9% | +16.8% | -4.5% |
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