-10.7%
BURL vs ACM
+5.0%
-15.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -24.0% |
| 3M | -17.6% | -8.0% | -9.6% | -14.9% |
| 6M | -11.8% | -29.7% | +17.9% | +5.9% |
| YTD | -8.1% | -29.4% | +21.2% | +8.5% |
| 1Y | -12.0% | -46.4% | +34.5% | +23.0% |
| 3Y | +63.3% | -22.3% | +85.6% | +70.3% |
| All | -10.7% | +5.0% | -15.6% | -25.1% |
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 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