+247.2%
AMAT vs BURL
-11.0%
+258.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.5% |
| 7D | -1.5% | -2.8% | +1.3% | -0.6% |
| 30D | -14.8% | -28.2% | +13.4% | -5.6% |
| 3M | -9.3% | -17.6% | +8.3% | -4.3% |
| 6M | +27.4% | -11.8% | +39.2% | +31.0% |
| YTD | +77.6% | -8.1% | +85.7% | +80.4% |
| 1Y | +188.9% | -12.0% | +200.9% | +194.4% |
| 3Y | +202.3% | +63.3% | +139.0% | +146.3% |
| All | +247.2% | -11.0% | +258.2% | +235.4% |
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