-23.2%
BAH vs BURL
+89.8%
-112.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.3% |
| 7D | +6.0% | +3.5% | +2.6% | +5.8% |
| 30D | +31.1% | -9.3% | +40.4% | +31.8% |
| 3M | +25.2% | -32.1% | +57.3% | +28.5% |
| 6M | +18.9% | -19.8% | +38.7% | +20.4% |
| YTD | +8.3% | -13.2% | +21.5% | +8.8% |
| 1Y | +6.2% | -7.8% | +14.0% | +5.8% |
| All | -23.2% | +89.8% | -112.9% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling