+13.0%
AUR vs BURL
-12.4%
+25.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.7% | +6.4% | +3.5% |
| 7D | +19.2% | -2.6% | +21.8% | +19.8% |
| 30D | -7.8% | -30.8% | +23.0% | +0.1% |
| 3M | +4.0% | -18.7% | +22.6% | +8.1% |
| 6M | +45.0% | -16.4% | +61.4% | +49.2% |
| YTD | +69.5% | -11.6% | +81.1% | +71.4% |
| 1Y | +13.0% | -12.0% | +25.0% | +9.3% |
| All | +13.0% | -12.4% | +25.4% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling