+386.5%
AU vs BURL
-7.3%
+393.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.7% | -3.1% | -4.5% |
| 7D | -1.1% | +0.4% | -1.5% | -1.1% |
| 30D | -4.4% | -4.3% | -0.1% | -3.9% |
| 3M | -10.0% | -28.8% | +18.8% | -5.9% |
| 6M | -14.5% | -12.8% | -1.7% | -13.5% |
| YTD | +6.4% | -12.8% | +19.2% | +7.5% |
| 1Y | +7.7% | -12.3% | +19.9% | +8.5% |
| 3Y | +514.1% | +92.7% | +421.4% | +443.9% |
| 5Y | +386.5% | -6.5% | +393.1% | +318.8% |
| All | +386.5% | -7.3% | +393.9% | +318.8% |
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 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