+119.6%
AMDL vs BURL
+17.1%
+102.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +0.9% | +13.4% | +13.6% |
| 7D | +18.5% | -0.8% | +19.3% | +21.2% |
| 30D | -24.2% | -4.4% | -19.8% | -21.0% |
| 3M | +11.5% | -28.6% | +40.1% | +46.0% |
| 6M | -1.0% | -12.3% | +11.3% | +3.7% |
| YTD | +260.3% | -11.3% | +271.5% | +273.3% |
| 1Y | +178.2% | -10.4% | +188.6% | +178.6% |
| All | +119.6% | +17.1% | +102.5% | +76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling