+18.6%
AMCR vs BURL
+232.1%
-213.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.7% |
| 7D | -2.4% | -1.6% | -0.8% | -2.1% |
| 30D | +3.6% | -7.7% | +11.3% | +5.2% |
| 3M | -4.2% | -31.7% | +27.4% | +2.8% |
| 6M | +15.5% | -15.2% | +30.7% | +18.5% |
| YTD | +9.7% | -15.9% | +25.7% | +12.6% |
| 1Y | +8.3% | -14.2% | +22.5% | +10.3% |
| 3Y | +15.4% | +93.5% | -78.2% | -3.2% |
| 5Y | -9.1% | -9.9% | +0.8% | -14.1% |
| All | +18.6% | +232.1% | -213.5% | -3.0% |
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