+246.2%
BURL vs ACM
+154.9%
+91.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.8% | -1.8% |
| 7D | +3.5% | +5.1% | -1.6% | +0.9% |
| 30D | -9.3% | +11.5% | -20.8% | -14.3% |
| 3M | -32.1% | -10.5% | -21.6% | -28.8% |
| 6M | -19.8% | -20.4% | +0.6% | -11.3% |
| YTD | -13.2% | -28.9% | +15.7% | +0.9% |
| 1Y | -7.8% | -48.7% | +40.9% | +27.5% |
| 3Y | +89.3% | -12.5% | +101.8% | +91.1% |
| 5Y | -15.8% | +0.5% | -16.3% | -21.3% |
| All | +246.2% | +154.9% | +91.3% | +111.6% |
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