+38.6%
ALB vs BURL
+232.1%
-193.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -0.3% |
| 7D | -5.8% | -1.6% | -4.2% | -5.3% |
| 30D | -4.5% | -7.7% | +3.2% | -2.4% |
| 3M | -28.1% | -31.7% | +3.6% | -19.8% |
| 6M | -53.2% | -15.2% | -38.0% | -51.5% |
| YTD | -33.3% | -15.9% | -17.4% | -31.3% |
| 1Y | -17.4% | -14.2% | -3.2% | -16.2% |
| 3Y | -14.1% | +93.5% | -107.6% | -34.5% |
| 5Y | -64.0% | -9.9% | -54.1% | -66.8% |
| All | +38.6% | +232.1% | -193.5% | +5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling