+64.2%
BURL vs ALC
-13.3%
+77.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.2% |
| 7D | -2.8% | -2.1% | -0.7% | -2.2% |
| 30D | -28.2% | -0.1% | -28.1% | -28.2% |
| 3M | -17.6% | +5.9% | -23.5% | -19.1% |
| 6M | -11.8% | -15.9% | +4.2% | -7.8% |
| YTD | -8.1% | -10.1% | +2.0% | -6.1% |
| 1Y | -12.0% | -10.2% | -1.7% | -10.1% |
| All | +64.2% | -13.3% | +77.5% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling