+936.5%
AU vs BURL
+1,051.1%
-114.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -2.4% |
| 7D | -3.6% | -2.8% | -0.8% | -3.6% |
| 30D | +23.9% | -28.2% | +52.0% | +25.0% |
| 3M | +19.1% | -17.6% | +36.7% | +19.6% |
| 6M | -0.2% | -11.8% | +11.6% | +0.1% |
| YTD | +32.5% | -8.1% | +40.6% | +32.7% |
| 1Y | +96.9% | -12.0% | +108.9% | +97.2% |
| 3Y | +614.7% | +63.3% | +551.4% | +609.4% |
| 5Y | +647.7% | -10.8% | +658.5% | +617.6% |
| 10Y | +679.2% | +215.9% | +463.3% | +756.3% |
| All | +936.5% | +1,051.1% | -114.6% | +1,199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling