-15.8%
BURL vs ALM
+390.7%
-406.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.6% | +6.6% | -2.6% |
| 7D | +3.5% | -14.5% | +18.0% | +4.1% |
| 30D | -9.3% | -39.0% | +29.8% | -7.6% |
| 3M | -32.1% | -40.3% | +8.2% | -31.0% |
| 6M | -19.8% | -60.3% | +40.5% | -17.5% |
| YTD | -13.2% | -9.8% | -3.4% | -14.2% |
| 1Y | -7.8% | +30.8% | -38.6% | -10.5% |
| 3Y | +89.3% | +772.4% | -683.1% | +64.3% |
| 5Y | -15.8% | +390.7% | -406.6% | -24.7% |
| All | -15.8% | +390.7% | -406.6% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling