+45.3%
AR vs BURL
+63.9%
-18.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.0% |
| 7D | +2.5% | -2.8% | +5.3% | +2.8% |
| 30D | +14.8% | -28.2% | +43.0% | +18.9% |
| 3M | +6.2% | -17.6% | +23.8% | +8.1% |
| 6M | +4.3% | -11.8% | +16.1% | +4.5% |
| YTD | +14.4% | -8.1% | +22.5% | +13.7% |
| 1Y | +21.3% | -12.0% | +33.3% | +20.8% |
| All | +45.3% | +63.9% | -18.7% | +39.9% |
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