+17.4%
AMCR vs BURL
+94.5%
-77.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -3.8% | +5.9% | -9.6% | -4.7% |
| 30D | +8.3% | -8.3% | +16.6% | +9.7% |
| 3M | -2.7% | -31.6% | +28.9% | +3.0% |
| 6M | +16.7% | -16.6% | +33.3% | +19.6% |
| YTD | +13.2% | -12.1% | +25.3% | +15.2% |
| 1Y | +13.7% | -10.0% | +23.7% | +15.1% |
| 3Y | +17.4% | +94.3% | -76.8% | +9.5% |
| All | +17.4% | +94.5% | -77.1% | +9.5% |
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