+933.1%
BURL vs ACM
+125.2%
+808.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.9% | +4.8% | +6.3% |
| 7D | +10.4% | +9.5% | +0.9% | +5.9% |
| 30D | -4.9% | +14.7% | -19.7% | -10.8% |
| 3M | -29.8% | -9.5% | -20.3% | -27.1% |
| 6M | -16.5% | -18.0% | +1.6% | -9.8% |
| YTD | -10.5% | -27.3% | +16.7% | +1.2% |
| 1Y | -5.3% | -47.0% | +41.7% | +24.1% |
| 3Y | +95.1% | -10.6% | +105.6% | +96.4% |
| 5Y | -12.1% | +5.3% | -17.4% | -17.7% |
| 10Y | +273.2% | +167.0% | +106.2% | +134.5% |
| All | +933.1% | +125.2% | +808.0% | +539.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling