+1,111.0%
AMAT vs BURL
+258.4%
+852.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.6% | -12.6% |
| 7D | -24.3% | +3.5% | -27.8% | -25.2% |
| 30D | -39.8% | -9.3% | -30.5% | -37.9% |
| 3M | -40.2% | -32.1% | -8.1% | -32.1% |
| 6M | -22.1% | -19.8% | -2.3% | -17.3% |
| YTD | +24.7% | -13.2% | +37.9% | +28.8% |
| 1Y | +33.3% | -7.8% | +41.1% | +33.4% |
| 3Y | +133.9% | +89.3% | +44.5% | +74.6% |
| 5Y | +117.1% | -15.8% | +132.9% | +106.7% |
| All | +1,111.0% | +258.4% | +852.6% | +670.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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