+120.4%
AS vs BURL
+38.4%
+82.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +2.4% |
| 7D | -4.9% | -2.8% | -2.1% | -3.8% |
| 30D | -19.6% | -28.2% | +8.6% | -7.4% |
| 3M | -14.4% | -17.6% | +3.2% | -7.2% |
| 6M | -20.1% | -11.8% | -8.3% | -16.3% |
| YTD | -20.9% | -8.1% | -12.8% | -18.6% |
| 1Y | -21.9% | -12.0% | -9.9% | -18.9% |
| All | +120.4% | +38.4% | +82.0% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling