-71.9%
AMC vs BURL
+89.8%
-161.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.9% | -9.6% | -11.6% |
| 7D | 0.0% | +3.5% | -3.5% | -0.9% |
| 30D | +4.4% | -9.3% | +13.7% | +7.6% |
| 3M | +15.4% | -32.1% | +47.5% | +29.0% |
| 6M | +93.7% | -19.8% | +113.5% | +106.7% |
| YTD | +97.4% | -13.2% | +110.6% | +107.7% |
| 1Y | +23.2% | -7.8% | +31.0% | +27.2% |
| All | -71.9% | +89.8% | -161.6% | -74.1% |
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