-12.1%
BURL vs ABCL
-30.1%
+18.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.8% | +6.9% | +7.6% |
| 7D | +10.4% | -10.0% | +20.4% | +11.6% |
| 30D | -4.9% | -10.9% | +5.9% | -4.0% |
| 3M | -29.8% | +101.6% | -131.4% | -36.9% |
| 6M | -16.5% | +167.5% | -184.0% | -29.4% |
| YTD | -10.5% | +259.1% | -269.6% | -28.7% |
| 1Y | -5.3% | +152.2% | -157.5% | -20.7% |
| 3Y | +95.1% | +161.3% | -66.2% | +51.8% |
| 5Y | -12.1% | -29.3% | +17.2% | -25.3% |
| All | -12.1% | -30.1% | +18.0% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling