+155.5%
AWK vs BURL
+252.7%
-97.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | +4.1% | +4.1% | 0.0% | +3.7% |
| 30D | +18.0% | -9.5% | +27.5% | +19.0% |
| 3M | +12.2% | -33.5% | +45.7% | +16.4% |
| 6M | +21.2% | -22.1% | +43.3% | +23.6% |
| YTD | +17.6% | -14.6% | +32.1% | +18.4% |
| 1Y | +19.2% | -8.4% | +27.6% | +19.0% |
| 3Y | +26.7% | +86.6% | -59.8% | +12.4% |
| 5Y | -1.3% | -17.2% | +15.8% | -5.3% |
| All | +155.5% | +252.7% | -97.1% | +110.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling