-67.9%
AMC vs BURL
+95.5%
-163.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.7% | -0.4% | +4.9% |
| 7D | +17.7% | +10.4% | +7.3% | +14.2% |
| 30D | +26.2% | -4.9% | +31.1% | +28.0% |
| 3M | +31.3% | -29.8% | +61.1% | +45.1% |
| 6M | +142.8% | -16.5% | +159.2% | +155.7% |
| YTD | +125.6% | -10.5% | +136.2% | +134.8% |
| 1Y | +40.2% | -5.3% | +45.6% | +43.3% |
| All | -67.9% | +95.5% | -163.4% | -70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling