Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AXTI vs BURL✓SelectedUSD · BURLAXTI vs BURL performance historyLatest closeAs of+9.68%09/04
Stock and ETF performance explorer

AXTI vs BURL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,436.6%
BURL return
+1,051.1%
Excess return
+1,385.5%
Maximum drawdown
-92.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBURLExcessAlpha
1D+9.7%+2.6%+7.1%+8.9%
7D+5.1%-2.8%+7.9%+5.9%
30D-10.2%-28.2%+18.0%-1.3%
3M-41.8%-17.6%-24.3%-39.2%
6M+57.5%-11.8%+69.3%+59.7%
YTD+277.0%-8.1%+285.1%+279.2%
1Y+1,982.4%-12.0%+1,994.4%+2,010.8%
3Y+2,234.8%+63.3%+2,171.5%+1,866.9%
5Y+528.3%-10.8%+539.2%+499.0%
10Y+1,310.5%+215.9%+1,094.6%+984.3%
All+2,436.6%+1,051.1%+1,385.5%+1,714.4%

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 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