-62.0%
ALNY vs BURL
-4.6%
-57.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.0% | +0.3% |
| 7D | -30.7% | +10.4% | -41.1% | -31.1% |
| 30D | -26.7% | -4.9% | -21.8% | -26.0% |
| 3M | -26.4% | -29.8% | +3.3% | -23.7% |
| 6M | -45.9% | -16.5% | -29.5% | -45.2% |
| YTD | -59.5% | -10.5% | -48.9% | -59.2% |
| 1Y | -62.0% | -5.3% | -56.6% | -61.6% |
| All | -62.0% | -4.6% | -57.4% | -61.6% |
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 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