+65.9%
BURL vs ALC
+36.0%
+29.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.8% | +0.9% | +4.4% |
| 7D | +10.4% | +10.7% | -0.3% | +5.2% |
| 30D | -4.9% | +20.2% | -25.1% | -13.0% |
| 3M | -29.8% | +8.9% | -38.7% | -32.8% |
| 6M | -16.5% | +5.7% | -22.2% | -19.7% |
| YTD | -10.5% | -1.4% | -9.1% | -11.4% |
| 1Y | -5.3% | +4.7% | -10.0% | -9.4% |
| 3Y | +95.1% | +5.2% | +89.8% | +77.2% |
| 5Y | -12.1% | -8.3% | -3.8% | -14.9% |
| All | +65.9% | +36.0% | +29.9% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling