-42.8%
ALNY vs BURL
-12.4%
-30.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.5% | -2.0% |
| 7D | +5.7% | -2.6% | +8.3% | +5.9% |
| 30D | +18.7% | -30.8% | +49.4% | +22.2% |
| 3M | -11.0% | -18.7% | +7.7% | -9.6% |
| 6M | -18.9% | -16.4% | -2.5% | -18.0% |
| YTD | -34.6% | -11.6% | -23.0% | -34.1% |
| 1Y | -42.8% | -12.0% | -30.8% | -43.8% |
| All | -42.8% | -12.4% | -30.5% | -43.8% |
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 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