-5.5%
AMCR vs BURL
-17.2%
+11.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.8% |
| 7D | -5.3% | +4.1% | -9.4% | -5.9% |
| 30D | +8.7% | -9.5% | +18.2% | +10.5% |
| 3M | -3.3% | -33.5% | +30.2% | +3.1% |
| 6M | +15.1% | -22.1% | +37.2% | +19.3% |
| YTD | +12.4% | -14.6% | +27.0% | +14.8% |
| 1Y | +15.8% | -8.4% | +24.2% | +16.6% |
| 3Y | +16.7% | +86.6% | -69.8% | +2.5% |
| All | -5.5% | -17.2% | +11.6% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling