+261.9%
AMD vs BURL
+89.8%
+172.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.9% | -14.3% | -16.2% |
| 7D | -28.6% | +3.5% | -32.1% | -29.3% |
| 30D | -37.7% | -9.3% | -28.4% | -35.6% |
| 3M | -16.1% | -32.1% | +16.0% | -4.2% |
| 6M | +13.8% | -19.8% | +33.6% | +20.6% |
| YTD | +88.8% | -13.2% | +102.0% | +93.3% |
| 1Y | +57.8% | -7.8% | +65.6% | +56.1% |
| All | +261.9% | +89.8% | +172.1% | +238.3% |
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 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