+58.4%
AME vs BURL
+89.8%
-31.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -5.5% |
| 7D | -11.4% | +3.5% | -14.9% | -11.9% |
| 30D | -12.1% | -9.3% | -2.8% | -10.8% |
| 3M | -12.3% | -32.1% | +19.8% | -7.0% |
| 6M | -4.6% | -19.8% | +15.2% | -1.9% |
| YTD | +9.1% | -13.2% | +22.3% | +10.7% |
| 1Y | +13.3% | -7.8% | +21.1% | +13.5% |
| All | +58.4% | +89.8% | -31.3% | +51.7% |
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 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