+23.2%
AME vs BURL
-13.7%
+36.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | +8.1% | +0.4% | +7.7% | +8.0% |
| 30D | -3.8% | -4.3% | +0.6% | -3.1% |
| 3M | -6.6% | -28.8% | +22.2% | -1.7% |
| 6M | +4.6% | -12.8% | +17.4% | +5.6% |
| YTD | +17.9% | -12.8% | +30.7% | +20.4% |
| 1Y | +23.2% | -12.3% | +35.5% | +25.7% |
| All | +23.2% | -13.7% | +36.9% | +25.7% |
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