+2,390.0%
AMAT vs BURL
+1,021.0%
+1,369.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.7% | -11.0% | -5.8% |
| 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% | -24.8% |
| 6M | -5.4% | -16.5% | +11.1% | -1.3% |
| YTD | +44.3% | -10.5% | +54.8% | +47.2% |
| 1Y | +61.4% | -5.3% | +66.7% | +60.1% |
| 3Y | +170.6% | +95.1% | +75.5% | +104.9% |
| 5Y | +156.4% | -12.1% | +168.5% | +140.3% |
| 10Y | +1,356.4% | +273.2% | +1,083.2% | +781.6% |
| All | +2,390.0% | +1,021.0% | +1,369.0% | +1,139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling