+6,406.4%
AMD vs BURL
+215.5%
+6,190.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +3.8% |
| 7D | +2.6% | -2.8% | +5.4% | +3.5% |
| 30D | -0.9% | -28.2% | +27.2% | +9.8% |
| 3M | -8.7% | -17.6% | +8.9% | -3.7% |
| 6M | +136.3% | -11.8% | +148.1% | +142.8% |
| YTD | +123.0% | -8.1% | +131.1% | +125.9% |
| 1Y | +195.2% | -12.0% | +207.1% | +201.0% |
| 3Y | +336.3% | +63.3% | +273.0% | +259.5% |
| 5Y | +334.5% | -10.8% | +345.3% | +304.1% |
| All | +6,406.4% | +215.5% | +6,190.9% | +5,199.0% |
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