+196.6%
AMD vs BURL
-15.9%
+212.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.9% | -14.3% | -16.1% |
| 7D | -28.6% | +3.5% | -32.1% | -29.4% |
| 30D | -37.7% | -9.3% | -28.4% | -35.4% |
| 3M | -16.1% | -32.1% | +16.0% | -3.0% |
| 6M | +13.8% | -19.8% | +33.6% | +21.6% |
| YTD | +88.8% | -13.2% | +102.0% | +94.5% |
| 1Y | +57.8% | -7.8% | +65.6% | +56.9% |
| 3Y | +260.3% | +89.3% | +170.9% | +159.9% |
| 5Y | +196.6% | -15.8% | +212.4% | +182.8% |
| All | +196.6% | -15.9% | +212.5% | +182.8% |
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