-24.2%
AR vs BURL
+918.9%
-943.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.3% |
| 7D | +2.5% | -2.8% | +5.3% | +3.1% |
| 30D | +14.8% | -28.2% | +43.0% | +23.6% |
| 3M | +6.2% | -17.6% | +23.8% | +10.4% |
| 6M | +4.3% | -11.8% | +16.1% | +5.5% |
| YTD | +14.4% | -8.1% | +22.5% | +14.4% |
| 1Y | +21.3% | -12.0% | +33.3% | +21.9% |
| 3Y | +39.8% | +63.3% | -23.5% | +15.8% |
| 5Y | +142.1% | -10.8% | +152.9% | +124.5% |
| 10Y | +52.0% | +215.9% | -163.9% | +6.3% |
| All | -24.2% | +918.9% | -943.2% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling