+10.0%
ALB vs BURL
-7.8%
+17.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | +9.1% | +4.1% | +5.0% | +8.7% |
| 30D | -3.4% | -9.5% | +6.1% | -2.7% |
| 3M | -20.6% | -33.5% | +12.9% | -19.0% |
| 6M | -48.2% | -22.1% | -26.1% | -47.6% |
| YTD | -29.2% | -14.6% | -14.7% | -28.3% |
| 1Y | +10.0% | -8.4% | +18.4% | +12.7% |
| All | +10.0% | -7.8% | +17.8% | +12.7% |
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 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