+136.4%
AUR vs BURL
+94.4%
+42.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -4.8% |
| 7D | +7.9% | +0.4% | +7.5% | +7.8% |
| 30D | -18.5% | -4.3% | -14.2% | -17.4% |
| 3M | -36.7% | -28.8% | -7.9% | -28.0% |
| 6M | -39.8% | -12.8% | -26.9% | -38.4% |
| YTD | +13.3% | -12.8% | +26.1% | +15.3% |
| 1Y | +2.8% | -12.3% | +15.1% | +3.2% |
| All | +136.4% | +94.4% | +42.0% | +95.8% |
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