+114.1%
AS vs BURL
+33.2%
+80.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.9% | -1.2% |
| 7D | -2.6% | -2.6% | 0.0% | -1.5% |
| 30D | -22.1% | -30.8% | +8.7% | -8.9% |
| 3M | -15.3% | -18.7% | +3.3% | -7.7% |
| 6M | -15.6% | -16.4% | +0.9% | -9.2% |
| YTD | -23.2% | -11.6% | -11.6% | -19.6% |
| 1Y | -21.7% | -12.0% | -9.7% | -18.9% |
| All | +114.1% | +33.2% | +80.9% | +90.8% |
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