+95.0%
AMDL vs BURL
+21.2%
+73.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.6% | +6.6% | +7.0% |
| 7D | +4.5% | -2.8% | +7.3% | +6.9% |
| 30D | -4.4% | -28.2% | +23.8% | +25.3% |
| 3M | -30.5% | -17.6% | -12.9% | -21.1% |
| 6M | +300.9% | -11.8% | +312.7% | +322.3% |
| YTD | +219.9% | -8.1% | +228.1% | +223.7% |
| 1Y | +374.7% | -12.0% | +386.7% | +391.4% |
| All | +95.0% | +21.2% | +73.8% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling