+22.3%
AMCR vs BURL
+217.6%
-195.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-07 to 2026-09-07.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.7% |
| 7D | -1.9% | -2.8% | +0.9% | -1.4% |
| 30D | -4.1% | -28.2% | +24.1% | +2.1% |
| 3M | +21.7% | -17.6% | +39.3% | +26.0% |
| 6M | +1.5% | -11.8% | +13.3% | +3.5% |
| YTD | +13.1% | -8.1% | +21.3% | +14.3% |
| 1Y | +16.5% | -12.0% | +28.5% | +18.0% |
| 3Y | +10.3% | +63.3% | -53.0% | -4.0% |
| 5Y | -7.7% | -10.8% | +3.1% | -12.4% |
| All | +22.3% | +217.6% | -195.4% | -0.4% |
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 2016-09-07 to 2026-09-07: 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…
2016-09-07 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling