+125.0%
AUR vs BURL
+86.7%
+38.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.6% | +11.0% | +10.0% |
| 7D | +1.1% | +4.1% | -2.9% | -0.7% |
| 30D | -22.9% | -9.5% | -13.4% | -20.2% |
| 3M | -35.0% | -33.5% | -1.4% | -24.1% |
| 6M | -39.3% | -22.1% | -17.2% | -34.8% |
| YTD | +14.8% | -14.6% | +29.4% | +17.7% |
| 1Y | +4.3% | -8.4% | +12.6% | +1.9% |
| 3Y | +125.0% | +86.6% | +38.4% | +82.5% |
| All | +125.0% | +86.7% | +38.3% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling