-15.9%
BURL vs ACM
-2.7%
-13.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +4.1% | +5.4% | -1.3% | +1.3% |
| 30D | -9.5% | +15.1% | -24.6% | -16.0% |
| 3M | -33.5% | -10.5% | -23.1% | -30.0% |
| 6M | -22.1% | -19.7% | -2.4% | -13.3% |
| YTD | -14.6% | -28.8% | +14.3% | +0.7% |
| 1Y | -8.4% | -47.9% | +39.5% | +32.0% |
| 3Y | +86.6% | -12.4% | +98.9% | +76.2% |
| All | -15.9% | -2.7% | -13.2% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling