-3.1%
ALNY vs BURL
+97.8%
-100.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +5.3% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | -29.6% | -4.4% | -25.2% | -29.2% |
| 3M | -27.7% | -28.6% | +0.8% | -24.5% |
| 6M | -43.9% | -12.3% | -31.6% | -43.3% |
| YTD | -59.8% | -11.3% | -48.5% | -59.5% |
| 1Y | -64.6% | -10.4% | -54.2% | -64.5% |
| All | -3.1% | +97.8% | -100.9% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling