-7.8%
BURL vs ABCL
+127.6%
-135.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.4% | +6.4% | -2.8% |
| 7D | +3.5% | -14.9% | +18.4% | +3.8% |
| 30D | -9.3% | -15.4% | +6.1% | -9.0% |
| 3M | -32.1% | +88.0% | -120.1% | -33.2% |
| 6M | -19.8% | +138.8% | -158.6% | -24.1% |
| YTD | -13.2% | +225.4% | -238.6% | -21.1% |
| 1Y | -7.8% | +137.3% | -145.1% | -17.6% |
| All | -7.8% | +127.6% | -135.4% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling