-2.7%
BURL vs ADVB
-97.6%
+95.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.5% | +6.6% | -2.9% |
| 7D | +3.5% | -28.0% | +31.5% | +3.5% |
| 30D | -9.3% | -70.2% | +60.9% | -9.0% |
| 3M | -32.1% | -76.1% | +44.0% | -31.9% |
| 6M | -19.8% | -72.3% | +52.5% | -20.9% |
| YTD | -13.2% | -67.5% | +54.3% | -13.7% |
| 1Y | -7.8% | -78.6% | +70.7% | -7.5% |
| All | -2.7% | -97.6% | +95.0% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling