-21.9%
AS vs BURL
-9.5%
-12.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +2.8% |
| 7D | -4.9% | -2.8% | -2.1% | -4.1% |
| 30D | -19.6% | -28.2% | +8.6% | -11.1% |
| 3M | -14.4% | -17.6% | +3.2% | -9.1% |
| 6M | -20.1% | -11.8% | -8.3% | -16.0% |
| YTD | -20.9% | -8.1% | -12.8% | -16.9% |
| 1Y | -21.9% | -12.0% | -9.9% | -14.7% |
| All | -21.9% | -9.5% | -12.3% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling