+89.6%
BURL vs ACM
-12.3%
+101.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.8% | -2.1% |
| 7D | +3.5% | +5.1% | -1.6% | +1.6% |
| 30D | -9.3% | +11.5% | -20.8% | -13.0% |
| 3M | -32.1% | -10.5% | -21.6% | -29.3% |
| 6M | -19.8% | -20.4% | +0.6% | -12.3% |
| YTD | -13.2% | -28.9% | +15.7% | -1.1% |
| 1Y | -7.8% | -48.7% | +40.9% | +25.5% |
| All | +89.6% | -12.3% | +101.9% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling