+791.9%
AU vs BURL
+1,001.7%
-209.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -5.5% |
| 7D | +15.3% | +5.9% | +9.4% | +15.1% |
| 30D | -0.3% | -8.3% | +8.0% | -0.1% |
| 3M | -2.9% | -31.6% | +28.8% | -2.0% |
| 6M | -10.7% | -16.6% | +5.9% | -10.4% |
| YTD | +14.0% | -12.1% | +26.1% | +14.3% |
| 1Y | +32.5% | -10.0% | +42.5% | +32.7% |
| 3Y | +557.9% | +94.3% | +463.6% | +554.8% |
| 5Y | +441.0% | -13.2% | +454.2% | +419.7% |
| 10Y | +816.9% | +252.5% | +564.4% | +925.8% |
| All | +791.9% | +1,001.7% | -209.9% | +1,019.0% |
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