-7.8%
BURL vs ADVB
-79.1%
+71.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.5% | +6.6% | -3.0% |
| 7D | +3.5% | -28.0% | +31.5% | +3.2% |
| 30D | -9.3% | -70.2% | +60.9% | -10.1% |
| 3M | -32.1% | -76.1% | +44.0% | -32.8% |
| 6M | -19.8% | -72.3% | +52.5% | -22.1% |
| YTD | -13.2% | -67.5% | +54.3% | -12.2% |
| 1Y | -7.8% | -78.6% | +70.7% | -10.3% |
| All | -7.8% | -79.1% | +71.2% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling