+216.9%
BURL vs ALM
+2,950.3%
-2,733.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.7% |
| 7D | -2.8% | -2.6% | -0.2% | -2.7% |
| 30D | -28.2% | +32.0% | -60.2% | -28.7% |
| 3M | -17.6% | -15.0% | -2.6% | -17.5% |
| 6M | -11.8% | -10.1% | -1.6% | -12.0% |
| YTD | -8.1% | +99.4% | -107.6% | -10.3% |
| 1Y | -12.0% | +316.4% | -328.3% | -15.7% |
| 3Y | +63.3% | +2,022.0% | -1,958.7% | +49.3% |
| 5Y | -10.8% | +941.2% | -952.0% | -17.7% |
| All | +216.9% | +2,950.3% | -2,733.5% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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