+79.9%
ALB vs BURL
+1,021.0%
-941.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +7.7% | -2.4% | +3.2% |
| 7D | -2.1% | +10.4% | -12.5% | -4.8% |
| 30D | -9.0% | -4.9% | -4.1% | -7.8% |
| 3M | -21.1% | -29.8% | +8.6% | -13.5% |
| 6M | -49.9% | -16.5% | -33.4% | -48.0% |
| YTD | -32.3% | -10.5% | -21.7% | -31.5% |
| 1Y | +8.6% | -5.3% | +13.9% | +7.2% |
| 3Y | -22.2% | +95.1% | -117.3% | -38.8% |
| 5Y | -63.0% | -12.1% | -50.9% | -65.4% |
| 10Y | +29.9% | +273.2% | -243.2% | -9.4% |
| All | +79.9% | +1,021.0% | -941.0% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling