-30.1%
AR vs BURL
+863.0%
-893.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.2% |
| 7D | -11.7% | +3.5% | -15.2% | -12.5% |
| 30D | +1.8% | -9.3% | +11.1% | +3.7% |
| 3M | +6.0% | -32.1% | +38.1% | +14.8% |
| 6M | -7.0% | -19.8% | +12.8% | -4.0% |
| YTD | +5.6% | -13.2% | +18.8% | +6.2% |
| 1Y | +10.8% | -7.8% | +18.6% | +9.4% |
| 3Y | +19.3% | +89.3% | -70.0% | -5.5% |
| 5Y | +73.3% | -15.8% | +89.1% | +62.0% |
| 10Y | +47.6% | +262.2% | -214.6% | +1.4% |
| All | -30.1% | +863.0% | -893.1% | -58.3% |
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 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