-12.9%
ALB vs BURL
+86.7%
-99.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.3% |
| 7D | +9.1% | +4.1% | +5.0% | +7.8% |
| 30D | -3.4% | -9.5% | +6.1% | -0.9% |
| 3M | -20.6% | -33.5% | +12.9% | -11.7% |
| 6M | -48.2% | -22.1% | -26.1% | -45.3% |
| YTD | -29.2% | -14.6% | -14.7% | -28.0% |
| 1Y | +10.0% | -8.4% | +18.4% | +8.3% |
| 3Y | -12.9% | +86.6% | -99.5% | -26.8% |
| All | -12.9% | +86.7% | -99.6% | -26.8% |
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