+783.7%
AU vs BURL
+970.5%
-186.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.6% | +5.0% |
| 7D | +16.5% | +4.1% | +12.5% | +16.4% |
| 30D | +3.3% | -9.5% | +12.7% | +3.5% |
| 3M | +6.8% | -33.5% | +40.3% | +7.9% |
| 6M | -3.9% | -22.1% | +18.2% | -3.4% |
| YTD | +12.9% | -14.6% | +27.5% | +13.3% |
| 1Y | +43.5% | -8.4% | +51.8% | +43.7% |
| 3Y | +445.5% | +86.6% | +359.0% | +443.3% |
| 5Y | +469.0% | -17.2% | +486.1% | +446.5% |
| 10Y | +698.3% | +256.4% | +441.9% | +798.5% |
| All | +783.7% | +970.5% | -186.8% | +1,009.6% |
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