+32.5%
BURL vs AHR
+404.3%
-371.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.7% |
| 7D | +7.7% | +9.6% | -1.9% | +5.1% |
| 30D | -7.1% | +16.1% | -23.2% | -10.7% |
| 3M | -30.3% | +4.4% | -34.7% | -31.1% |
| 6M | -15.5% | +15.1% | -30.7% | -18.7% |
| YTD | -11.0% | +27.2% | -38.1% | -16.8% |
| 1Y | -8.4% | +21.7% | -30.2% | -13.5% |
| All | +32.5% | +404.3% | -371.8% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 10y: compounded portfolio wealth divided by compounded AHR 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…
10y analysis · Full analysis span regression · 6 months rolling