+12,432.8%
AMD vs BURL
+1,021.0%
+11,411.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.7% | -6.7% | -1.4% |
| 7D | -15.5% | +10.4% | -25.9% | -18.1% |
| 30D | -22.6% | -4.9% | -17.7% | -21.7% |
| 3M | -5.7% | -29.8% | +24.0% | +4.1% |
| 6M | +43.1% | -16.5% | +59.6% | +48.8% |
| YTD | +128.2% | -10.5% | +138.8% | +131.8% |
| 1Y | +95.5% | -5.3% | +100.8% | +93.7% |
| 3Y | +335.4% | +95.1% | +240.4% | +242.9% |
| 5Y | +255.5% | -12.1% | +267.5% | +234.1% |
| 10Y | +7,350.9% | +273.2% | +7,077.7% | +4,741.0% |
| All | +12,432.8% | +1,021.0% | +11,411.9% | +5,909.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling