-7.7%
AMCR vs BURL
-9.5%
+1.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | -8.5% | -0.8% | -7.7% | -8.3% |
| 30D | +6.8% | -4.4% | +11.2% | +7.5% |
| 3M | -5.0% | -28.6% | +23.6% | +0.1% |
| 6M | +13.9% | -12.3% | +26.2% | +15.8% |
| YTD | +11.2% | -11.3% | +22.5% | +12.8% |
| 1Y | +11.3% | -10.4% | +21.8% | +12.4% |
| 3Y | +15.4% | +96.1% | -80.7% | +0.2% |
| 5Y | -7.7% | -5.0% | -2.7% | -16.5% |
| All | -7.7% | -9.5% | +1.8% | -16.5% |
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 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