+334.7%
ABT vs BURL
+987.9%
-653.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.3% | -1.3% |
| 7D | +8.6% | +3.5% | +5.2% | +8.2% |
| 30D | +16.4% | -9.3% | +25.7% | +17.9% |
| 3M | +8.1% | -32.1% | +40.2% | +13.4% |
| 6M | +32.1% | -19.8% | +51.9% | +35.1% |
| YTD | -7.1% | -13.2% | +6.1% | -6.1% |
| 1Y | -6.5% | -7.8% | +1.3% | -6.5% |
| 3Y | +26.2% | +89.3% | -63.1% | +10.2% |
| 5Y | +0.9% | -15.8% | +16.7% | -3.0% |
| 10Y | +250.7% | +262.2% | -11.4% | +158.5% |
| All | +334.7% | +987.9% | -653.2% | +200.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling