+246.2%
BURL vs ALK
-42.1%
+288.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -1.7% |
| 7D | +3.5% | +7.1% | -3.6% | +0.7% |
| 30D | -9.3% | -3.0% | -6.3% | -8.5% |
| 3M | -32.1% | -25.6% | -6.5% | -24.4% |
| 6M | -19.8% | +0.5% | -20.3% | -21.9% |
| YTD | -13.2% | -23.1% | +9.9% | -8.0% |
| 1Y | -7.8% | -7.5% | -0.3% | -9.8% |
| 3Y | +89.3% | +15.3% | +74.0% | +55.5% |
| 5Y | -15.8% | -34.8% | +19.0% | -13.2% |
| All | +246.2% | -42.1% | +288.3% | +142.4% |
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