+64.2%
BURL vs ALM
+2,063.1%
-1,999.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -17.4% |
| 6M | -11.8% | -10.1% | -1.6% | -12.0% |
| YTD | -8.1% | +99.4% | -107.6% | -10.4% |
| 1Y | -12.0% | +316.4% | -328.3% | -15.7% |
| All | +64.2% | +2,063.1% | -1,999.0% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling