+95.3%
BURL vs ALLY
+59.2%
+36.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.8% | +3.9% | +6.2% |
| 7D | +10.4% | +2.4% | +8.0% | +9.5% |
| 30D | -4.9% | +5.6% | -10.5% | -6.9% |
| 3M | -29.8% | -11.7% | -18.0% | -26.4% |
| 6M | -16.5% | -7.0% | -9.4% | -14.4% |
| YTD | -10.5% | -10.4% | -0.1% | -7.5% |
| 1Y | -5.3% | +2.4% | -7.7% | -7.2% |
| All | +95.3% | +59.2% | +36.2% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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