+255.5%
AMD vs BURL
-10.9%
+266.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.7% | -6.7% | -2.0% |
| 7D | -15.5% | +10.4% | -25.9% | -18.8% |
| 30D | -22.6% | -4.9% | -17.7% | -21.4% |
| 3M | -5.7% | -29.8% | +24.0% | +7.3% |
| 6M | +43.1% | -16.5% | +59.6% | +50.1% |
| YTD | +128.2% | -10.5% | +138.8% | +131.8% |
| 1Y | +95.5% | -5.3% | +100.8% | +91.9% |
| 3Y | +335.4% | +95.1% | +240.4% | +209.9% |
| 5Y | +255.5% | -12.1% | +267.5% | +232.9% |
| All | +255.5% | -10.9% | +266.4% | +232.9% |
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