+216.9%
BURL vs ACM
+127.0%
+89.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | -2.8% | -3.7% | +1.0% | -0.8% |
| 30D | -28.2% | -11.1% | -17.1% | -24.2% |
| 3M | -17.6% | -8.0% | -9.6% | -15.0% |
| 6M | -11.8% | -29.7% | +17.9% | +4.3% |
| YTD | -8.1% | -29.4% | +21.2% | +7.3% |
| 1Y | -12.0% | -46.4% | +34.5% | +18.6% |
| 3Y | +63.3% | -22.3% | +85.6% | +76.6% |
| 5Y | -10.8% | +4.5% | -15.3% | -18.2% |
| All | +216.9% | +127.0% | +89.9% | +91.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling