+189.3%
ALAB vs BURL
+12.3%
+177.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.9% | -16.7% | -18.1% |
| 7D | -38.2% | +3.5% | -41.7% | -39.2% |
| 30D | -54.0% | -9.3% | -44.7% | -51.6% |
| 3M | -43.6% | -32.1% | -11.5% | -31.5% |
| 6M | -16.8% | -19.8% | +3.0% | -9.3% |
| YTD | +7.9% | -13.2% | +21.1% | +11.8% |
| 1Y | -1.4% | -7.8% | +6.5% | -2.6% |
| All | +189.3% | +12.3% | +177.1% | +162.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling