+64.2%
BURL vs ABCL
+104.5%
-40.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.7% |
| 7D | -2.8% | +0.7% | -3.5% | -2.9% |
| 30D | -28.2% | +93.1% | -121.2% | -32.8% |
| 3M | -17.6% | +79.4% | -97.0% | -23.0% |
| 6M | -11.8% | +214.9% | -226.7% | -23.4% |
| YTD | -8.1% | +234.2% | -242.4% | -21.6% |
| 1Y | -12.0% | +174.8% | -186.7% | -23.9% |
| All | +64.2% | +104.5% | -40.3% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling