+20.7%
AMDL vs BURL
+14.6%
+6.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -2.9% | -31.9% | -32.4% |
| 7D | -52.7% | +3.5% | -56.2% | -53.4% |
| 30D | -65.3% | -9.3% | -56.0% | -62.4% |
| 3M | -40.8% | -32.1% | -8.7% | -19.4% |
| 6M | -12.9% | -19.8% | +6.9% | -1.0% |
| YTD | +98.0% | -13.2% | +111.2% | +108.1% |
| 1Y | +30.1% | -7.8% | +38.0% | +24.9% |
| All | +20.7% | +14.6% | +6.1% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling