-10.7%
BURL vs ALLY
+1.6%
-12.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | -2.8% | +3.7% | -6.5% | -4.3% |
| 30D | -28.2% | -2.3% | -25.9% | -27.5% |
| 3M | -17.6% | +3.8% | -21.4% | -19.1% |
| 6M | -11.8% | +9.7% | -21.5% | -15.6% |
| YTD | -8.1% | -1.4% | -6.7% | -8.4% |
| 1Y | -12.0% | +8.2% | -20.2% | -16.2% |
| 3Y | +63.3% | +66.5% | -3.2% | +24.7% |
| All | -10.7% | +1.6% | -12.3% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling