+31.4%
ALB vs BURL
+252.7%
-221.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.4% |
| 7D | +9.1% | +4.1% | +5.0% | +7.7% |
| 30D | -3.4% | -9.5% | +6.1% | -0.7% |
| 3M | -20.6% | -33.5% | +12.9% | -10.8% |
| 6M | -48.2% | -22.1% | -26.1% | -44.9% |
| YTD | -29.2% | -14.6% | -14.7% | -27.4% |
| 1Y | +10.0% | -8.4% | +18.4% | +9.3% |
| 3Y | -12.9% | +86.6% | -99.5% | -32.7% |
| 5Y | -61.3% | -17.2% | -44.1% | -63.4% |
| All | +31.4% | +252.7% | -221.3% | +1.3% |
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