+344.0%
AWK vs BURL
+1,051.1%
-707.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.8% | -0.4% |
| 7D | +1.7% | -2.8% | +4.5% | +2.0% |
| 30D | +5.6% | -28.2% | +33.7% | +8.7% |
| 3M | +15.9% | -17.6% | +33.4% | +17.7% |
| 6M | +4.6% | -11.8% | +16.4% | +5.3% |
| YTD | +10.1% | -8.1% | +18.2% | +10.3% |
| 1Y | +2.1% | -12.0% | +14.0% | +2.4% |
| 3Y | +9.8% | +63.3% | -53.5% | +0.4% |
| 5Y | -15.4% | -10.8% | -4.5% | -19.2% |
| 10Y | +129.4% | +215.9% | -86.5% | +89.9% |
| All | +344.0% | +1,051.1% | -707.1% | +267.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling