-12.0%
BURL vs ACM
-45.8%
+33.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -2.8% | -3.7% | +1.0% | -2.1% |
| 30D | -28.2% | -11.1% | -17.1% | -26.6% |
| 3M | -17.6% | -8.0% | -9.6% | -16.5% |
| 6M | -11.8% | -29.7% | +17.9% | -6.4% |
| YTD | -8.1% | -29.4% | +21.2% | -2.5% |
| 1Y | -12.0% | -46.4% | +34.5% | -4.2% |
| All | -12.0% | -45.8% | +33.8% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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