+156.4%
AMAT vs BURL
-10.9%
+167.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.7% | -11.0% | -5.7% |
| 7D | -11.2% | +10.4% | -21.6% | -14.1% |
| 30D | -31.9% | -4.9% | -26.9% | -31.0% |
| 3M | -32.3% | -29.8% | -2.6% | -24.9% |
| 6M | -5.4% | -16.5% | +11.1% | -1.5% |
| YTD | +44.3% | -10.5% | +54.8% | +47.1% |
| 1Y | +61.4% | -5.3% | +66.7% | +60.0% |
| 3Y | +170.6% | +95.1% | +75.5% | +106.5% |
| 5Y | +156.4% | -12.1% | +168.5% | +145.8% |
| All | +156.4% | -10.9% | +167.4% | +145.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling