+337.5%
AMD vs BURL
-11.0%
+348.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +3.6% |
| 7D | +2.6% | -2.8% | +5.4% | +3.7% |
| 30D | -0.9% | -28.2% | +27.2% | +12.6% |
| 3M | -8.7% | -17.6% | +8.9% | -2.5% |
| 6M | +136.3% | -11.8% | +148.1% | +143.8% |
| YTD | +123.0% | -8.1% | +131.1% | +125.9% |
| 1Y | +195.2% | -12.0% | +207.1% | +201.3% |
| 3Y | +336.3% | +63.3% | +273.0% | +237.5% |
| All | +337.5% | -11.0% | +348.5% | +308.3% |
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 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