-62.5%
ALB vs BURL
-9.5%
-53.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | -2.6% | -4.4% | +1.8% | -1.5% |
| 3M | -25.6% | -28.6% | +3.0% | -18.3% |
| 6M | -54.0% | -12.3% | -41.7% | -52.9% |
| YTD | -31.6% | -11.3% | -20.3% | -30.8% |
| 1Y | -6.6% | -10.4% | +3.9% | -6.6% |
| 3Y | -14.0% | +96.1% | -110.1% | -34.7% |
| 5Y | -62.5% | -5.0% | -57.5% | -64.8% |
| All | -62.5% | -9.5% | -53.0% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling