+400.4%
ALAB vs BURL
+18.8%
+381.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.1% | +8.4% |
| 7D | +7.2% | -2.8% | +10.0% | +8.7% |
| 30D | -2.5% | -28.2% | +25.6% | +15.5% |
| 3M | -13.3% | -17.6% | +4.3% | -5.7% |
| 6M | +172.8% | -11.8% | +184.6% | +181.8% |
| YTD | +86.6% | -8.1% | +94.7% | +88.5% |
| 1Y | +65.2% | -12.0% | +77.1% | +69.0% |
| All | +400.4% | +18.8% | +381.6% | +341.7% |
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