-98.8%
AMC vs BURL
+258.4%
-357.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.9% | -9.6% | -11.3% |
| 7D | 0.0% | +3.5% | -3.5% | -1.2% |
| 30D | +4.4% | -9.3% | +13.7% | +8.8% |
| 3M | +15.4% | -32.1% | +47.5% | +34.9% |
| 6M | +93.7% | -19.8% | +113.5% | +112.1% |
| YTD | +97.4% | -13.2% | +110.6% | +109.1% |
| 1Y | +23.2% | -7.8% | +31.0% | +25.6% |
| 3Y | -71.3% | +89.3% | -160.6% | -80.0% |
| 5Y | -99.3% | -15.8% | -83.4% | -99.3% |
| All | -98.8% | +258.4% | -357.2% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling