-7.9%
AMCR vs BURL
-11.0%
+3.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.6% |
| 7D | -1.9% | -2.8% | +0.9% | -1.4% |
| 30D | -4.1% | -28.2% | +24.1% | +1.1% |
| 3M | +21.7% | -17.6% | +39.3% | +25.4% |
| 6M | +1.5% | -11.8% | +13.3% | +3.3% |
| YTD | +13.1% | -8.1% | +21.3% | +14.3% |
| 1Y | +13.0% | -12.0% | +24.9% | +14.4% |
| 3Y | +6.9% | +63.3% | -56.4% | -4.0% |
| All | -7.9% | -11.0% | +3.0% | -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