+24.5%
ALAB vs BURL
-4.6%
+29.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.7% | -12.1% | -7.0% |
| 7D | -24.9% | +10.4% | -35.3% | -27.6% |
| 30D | -38.4% | -4.9% | -33.4% | -37.1% |
| 3M | -38.3% | -29.8% | -8.5% | -30.8% |
| 6M | +10.9% | -16.5% | +27.4% | +13.4% |
| YTD | +34.2% | -10.5% | +44.8% | +33.5% |
| 1Y | +24.5% | -5.3% | +29.8% | +21.5% |
| All | +24.5% | -4.6% | +29.1% | +21.5% |
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 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