-34.2%
ALB vs BURL
+63.9%
-98.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.1% | -5.2% |
| 7D | -8.1% | -2.8% | -5.3% | -7.4% |
| 30D | +6.3% | -28.2% | +34.4% | +16.7% |
| 3M | -23.6% | -17.6% | -6.0% | -19.7% |
| 6M | -24.6% | -11.8% | -12.8% | -23.3% |
| YTD | -10.3% | -8.1% | -2.1% | -10.1% |
| 1Y | +61.5% | -12.0% | +73.4% | +62.5% |
| All | -34.2% | +63.9% | -98.1% | -46.8% |
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