+374.2%
AU vs BURL
-10.8%
+385.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -1.0% |
| 7D | -7.2% | -1.6% | -5.6% | -7.0% |
| 30D | -2.9% | -7.7% | +4.9% | -1.8% |
| 3M | -8.7% | -31.7% | +23.0% | -4.0% |
| 6M | -14.1% | -15.2% | +1.0% | -12.8% |
| YTD | +4.8% | -15.9% | +20.7% | +6.5% |
| 1Y | +11.9% | -14.2% | +26.1% | +13.1% |
| 3Y | +513.8% | +93.5% | +420.3% | +443.7% |
| All | +374.2% | -10.8% | +385.0% | +309.4% |
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