+132.8%
AMAT vs BURL
+89.8%
+43.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.6% | -12.8% |
| 7D | -24.3% | +3.5% | -27.8% | -25.0% |
| 30D | -39.8% | -9.3% | -30.5% | -38.2% |
| 3M | -40.2% | -32.1% | -8.1% | -33.7% |
| 6M | -22.1% | -19.8% | -2.3% | -18.4% |
| YTD | +24.7% | -13.2% | +37.9% | +28.0% |
| 1Y | +33.3% | -7.8% | +41.1% | +33.5% |
| All | +132.8% | +89.8% | +43.1% | +132.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling