+61.0%
BURL vs ALC
+34.7%
+26.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -2.0% | -2.5% |
| 7D | +3.5% | +7.6% | -4.1% | -0.1% |
| 30D | -9.3% | +21.1% | -30.4% | -17.2% |
| 3M | -32.1% | +8.5% | -40.6% | -34.9% |
| 6M | -19.8% | +2.8% | -22.6% | -21.8% |
| YTD | -13.2% | -2.4% | -10.8% | -13.6% |
| 1Y | -7.8% | +3.5% | -11.3% | -11.3% |
| 3Y | +89.3% | +4.2% | +85.1% | +72.9% |
| 5Y | -15.8% | -9.0% | -6.8% | -18.3% |
| All | +61.0% | +34.7% | +26.4% | +12.6% |
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