-10.7%
BURL vs ALK
-25.3%
+14.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.1% |
| 7D | -2.8% | -0.7% | -2.1% | -2.6% |
| 30D | -28.2% | -19.2% | -8.9% | -22.5% |
| 3M | -17.6% | -1.5% | -16.1% | -18.3% |
| 6M | -11.8% | -13.1% | +1.3% | -9.9% |
| YTD | -8.1% | -16.4% | +8.3% | -5.6% |
| 1Y | -12.0% | -33.1% | +21.1% | -1.7% |
| 3Y | +63.3% | +0.6% | +62.7% | +40.3% |
| All | -10.7% | -25.3% | +14.6% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling