+58.4%
BURL vs ALC
+31.8%
+26.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.6% |
| 7D | +4.1% | +4.9% | -0.8% | +1.8% |
| 30D | -9.5% | +19.0% | -28.4% | -16.7% |
| 3M | -33.5% | +7.8% | -41.3% | -36.0% |
| 6M | -22.1% | +14.6% | -36.7% | -27.5% |
| YTD | -14.6% | -4.4% | -10.1% | -14.1% |
| 1Y | -8.4% | +1.4% | -9.8% | -10.9% |
| 3Y | +86.6% | +2.5% | +84.0% | +71.6% |
| 5Y | -17.2% | -10.9% | -6.3% | -18.8% |
| All | +58.4% | +31.8% | +26.6% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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