-15.8%
BURL vs ALLY
-7.4%
-8.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.4% |
| 7D | +3.5% | -1.1% | +4.6% | +4.0% |
| 30D | -9.3% | +4.2% | -13.5% | -10.8% |
| 3M | -32.1% | -12.4% | -19.7% | -28.3% |
| 6M | -19.8% | -8.7% | -11.1% | -17.0% |
| YTD | -13.2% | -11.6% | -1.5% | -9.4% |
| 1Y | -7.8% | +0.2% | -8.0% | -9.1% |
| 3Y | +89.3% | +57.1% | +32.2% | +47.5% |
| 5Y | -15.8% | -6.8% | -9.0% | -15.7% |
| All | -15.8% | -7.4% | -8.4% | -15.7% |
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