+139.2%
AS vs BURL
+34.7%
+104.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.7% | -2.6% | +1.8% |
| 7D | +13.8% | +10.4% | +3.4% | +9.1% |
| 30D | +16.7% | -4.9% | +21.6% | +19.0% |
| 3M | -11.5% | -29.8% | +18.2% | +2.4% |
| 6M | -5.5% | -16.5% | +10.9% | +0.8% |
| YTD | -14.2% | -10.5% | -3.6% | -11.1% |
| 1Y | +2.1% | -5.3% | +7.4% | +1.7% |
| All | +139.2% | +34.7% | +104.5% | +111.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling