-25.6%
BURL vs AXTX
-93.4%
+67.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.8% | -13.4% | -1.5% |
| 7D | +4.1% | -56.3% | +60.4% | +3.4% |
| 30D | -9.5% | -81.8% | +72.4% | -10.6% |
| 3M | -33.5% | -85.0% | +51.5% | -34.2% |
| 6M | -22.1% | -96.3% | +74.2% | -23.0% |
| All | -25.6% | -93.4% | +67.7% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 AXTX 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