+109.1%
AMDL vs BURL
-4.6%
+113.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | -1.2% |
| 7D | -30.7% | +10.4% | -41.1% | -33.2% |
| 30D | -43.8% | -4.9% | -38.8% | -42.6% |
| 3M | -24.5% | -29.8% | +5.2% | -13.4% |
| 6M | +44.7% | -16.5% | +61.1% | +47.5% |
| YTD | +204.0% | -10.5% | +214.5% | +205.7% |
| 1Y | +109.1% | -5.3% | +114.4% | +107.8% |
| All | +109.1% | -4.6% | +113.6% | +107.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling