0.0%
ALNY vs BURL
+87.4%
-87.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.6% | +8.9% | +5.8% |
| 7D | +5.8% | -1.6% | +7.4% | +6.0% |
| 30D | -26.5% | -7.7% | -18.7% | -25.7% |
| 3M | -27.3% | -31.7% | +4.3% | -23.7% |
| 6M | -43.4% | -15.2% | -28.2% | -42.6% |
| YTD | -58.5% | -15.9% | -42.6% | -57.9% |
| 1Y | -63.6% | -14.2% | -49.4% | -63.3% |
| 3Y | 0.0% | +93.5% | -93.5% | -3.7% |
| All | 0.0% | +87.4% | -87.4% | -3.7% |
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