-36.0%
AUR vs BURL
-11.0%
-25.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.8% |
| 7D | +8.7% | -2.8% | +11.5% | +10.0% |
| 30D | -5.2% | -28.2% | +22.9% | +9.1% |
| 3M | -7.3% | -17.6% | +10.3% | -0.1% |
| 6M | +41.2% | -11.8% | +53.0% | +45.8% |
| YTD | +65.1% | -8.1% | +73.2% | +67.0% |
| 1Y | +13.4% | -12.0% | +25.4% | +15.4% |
| 3Y | +98.1% | +63.3% | +34.8% | +48.7% |
| All | -36.0% | -11.0% | -25.0% | -48.1% |
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