-41.3%
ALNY vs BURL
-9.5%
-31.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.4% |
| 7D | +12.2% | -2.8% | +15.0% | +12.4% |
| 30D | +16.3% | -28.2% | +44.5% | +19.5% |
| 3M | -12.4% | -17.6% | +5.2% | -11.1% |
| 6M | -18.7% | -11.8% | -6.9% | -18.2% |
| YTD | -33.1% | -8.1% | -24.9% | -32.7% |
| 1Y | -41.3% | -12.0% | -29.4% | -42.3% |
| All | -41.3% | -9.5% | -31.8% | -42.3% |
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