+27.1%
BURL vs AHR
+395.3%
-368.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.9% | -2.5% |
| 7D | +4.1% | +8.2% | -4.1% | +1.9% |
| 30D | -9.5% | +17.3% | -26.8% | -13.2% |
| 3M | -33.5% | +6.4% | -39.9% | -34.6% |
| 6M | -22.1% | +16.9% | -39.0% | -25.3% |
| YTD | -14.6% | +24.9% | -39.5% | -19.8% |
| 1Y | -8.4% | +23.3% | -31.7% | -13.8% |
| All | +27.1% | +395.3% | -368.2% | -24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling