-98.9%
AMC vs BURL
+215.5%
-314.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.2% |
| 7D | +2.3% | -2.8% | +5.1% | +3.4% |
| 30D | -0.7% | -28.2% | +27.4% | +13.3% |
| 3M | +35.2% | -17.6% | +52.8% | +46.8% |
| 6M | +124.6% | -11.8% | +136.4% | +136.9% |
| YTD | +69.9% | -8.1% | +78.0% | +75.7% |
| 1Y | -2.6% | -12.0% | +9.4% | +0.6% |
| 3Y | -79.8% | +63.3% | -143.1% | -84.9% |
| 5Y | -99.4% | -10.8% | -88.6% | -99.5% |
| All | -98.9% | +215.5% | -314.3% | -99.4% |
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 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