+312.0%
ABT vs BURL
+1,051.1%
-739.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.8% |
| 7D | -3.7% | -2.8% | -0.9% | -3.3% |
| 30D | +2.5% | -28.2% | +30.6% | +6.9% |
| 3M | +20.2% | -17.6% | +37.8% | +23.0% |
| 6M | -2.9% | -11.8% | +8.8% | -1.9% |
| YTD | -11.9% | -8.1% | -3.8% | -11.5% |
| 1Y | -16.5% | -12.0% | -4.6% | -16.0% |
| 3Y | +12.1% | +63.3% | -51.2% | +0.3% |
| 5Y | -7.4% | -10.8% | +3.4% | -11.6% |
| 10Y | +210.7% | +215.9% | -5.2% | +134.7% |
| All | +312.0% | +1,051.1% | -739.1% | +183.1% |
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