+240.7%
BURL vs ALM
+2,022.9%
-1,782.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.7% |
| 7D | +4.1% | -6.7% | +10.7% | +4.3% |
| 30D | -9.5% | -32.9% | +23.4% | -8.6% |
| 3M | -33.5% | -39.5% | +6.0% | -32.8% |
| 6M | -22.1% | -62.0% | +39.9% | -20.6% |
| YTD | -14.6% | -7.8% | -6.7% | -15.1% |
| 1Y | -8.4% | +26.7% | -35.0% | -9.7% |
| 3Y | +86.6% | +825.4% | -738.8% | +73.7% |
| 5Y | -17.2% | +401.2% | -418.4% | -22.4% |
| All | +240.7% | +2,022.9% | -1,782.2% | +200.5% |
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