-57.0%
AUR vs BURL
-10.8%
-46.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -1.7% |
| 7D | -4.5% | -1.6% | -3.0% | -3.8% |
| 30D | -16.6% | -7.7% | -8.9% | -14.2% |
| 3M | -38.5% | -31.7% | -6.8% | -28.3% |
| 6M | -49.9% | -15.2% | -34.7% | -48.0% |
| YTD | +9.6% | -15.9% | +25.6% | +13.8% |
| 1Y | +1.2% | -14.2% | +15.4% | +2.8% |
| 3Y | +128.8% | +93.5% | +35.3% | +54.5% |
| All | -57.0% | -10.8% | -46.2% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling