-5.3%
BURL vs ARWR
+59.7%
-65.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.6% | +4.1% | +7.4% |
| 7D | +10.4% | +2.4% | +8.0% | +10.2% |
| 30D | -4.9% | -1.1% | -3.8% | -4.9% |
| 3M | -29.8% | -31.2% | +1.4% | -28.0% |
| 6M | -16.5% | -19.3% | +2.8% | -15.3% |
| YTD | -10.5% | -7.1% | -3.4% | -10.9% |
| 1Y | -5.3% | +62.9% | -68.2% | -10.0% |
| All | -5.3% | +59.7% | -65.0% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling