+273.2%
BURL vs ALK
-38.7%
+311.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +8.8% | -1.1% | +4.3% |
| 7D | +10.4% | +12.4% | -2.0% | +5.4% |
| 30D | -4.9% | +2.1% | -7.0% | -6.0% |
| 3M | -29.8% | -23.9% | -5.9% | -22.5% |
| 6M | -16.5% | +8.2% | -24.7% | -21.0% |
| YTD | -10.5% | -20.5% | +9.9% | -6.4% |
| 1Y | -5.3% | -1.0% | -4.3% | -9.9% |
| 3Y | +95.1% | +19.2% | +75.9% | +58.1% |
| 5Y | -12.1% | -28.2% | +16.2% | -12.8% |
| 10Y | +273.2% | -39.2% | +312.3% | +143.5% |
| All | +273.2% | -38.7% | +311.9% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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