+85.8%
AMDL vs BURL
-7.8%
+93.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -1.6% | +23.9% | +22.9% |
| 7D | -26.2% | +4.1% | -30.3% | -26.8% |
| 30D | -57.1% | -9.5% | -47.6% | -55.0% |
| 3M | -29.8% | -33.5% | +3.7% | -17.4% |
| 6M | -22.2% | -22.1% | -0.1% | -17.9% |
| YTD | +142.1% | -14.6% | +156.7% | +150.1% |
| 1Y | +85.8% | -8.4% | +94.2% | +90.0% |
| All | +85.8% | -7.8% | +93.7% | +90.0% |
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 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