+133.7%
AS vs BURL
+30.8%
+103.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.7% | -1.0% |
| 7D | +7.1% | +3.5% | +3.6% | +5.5% |
| 30D | +12.8% | -9.3% | +22.1% | +17.4% |
| 3M | -14.7% | -32.1% | +17.4% | +0.1% |
| 6M | -9.9% | -19.8% | +9.9% | -2.2% |
| YTD | -16.1% | -13.2% | -3.0% | -12.0% |
| 1Y | +0.2% | -7.8% | +8.0% | +0.9% |
| All | +133.7% | +30.8% | +103.0% | +108.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling