+203.0%
AMAT vs BURL
+63.9%
+139.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.6% |
| 7D | -1.5% | -2.8% | +1.3% | -0.8% |
| 30D | -14.8% | -28.2% | +13.4% | -7.0% |
| 3M | -9.3% | -17.6% | +8.3% | -5.1% |
| 6M | +27.4% | -11.8% | +39.2% | +30.4% |
| YTD | +77.6% | -8.1% | +85.7% | +80.0% |
| 1Y | +188.9% | -12.0% | +200.9% | +193.8% |
| All | +203.0% | +63.9% | +139.1% | +183.9% |
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