+468.6%
AME vs BURL
+1,021.0%
-552.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +7.7% | -12.3% | -6.2% |
| 7D | -4.4% | +10.4% | -14.9% | -6.6% |
| 30D | -5.9% | -4.9% | -0.9% | -5.1% |
| 3M | -6.5% | -29.8% | +23.2% | +0.2% |
| 6M | +3.2% | -16.5% | +19.6% | +6.1% |
| YTD | +16.0% | -10.5% | +26.6% | +17.3% |
| 1Y | +20.4% | -5.3% | +25.8% | +19.7% |
| 3Y | +68.2% | +95.1% | -26.9% | +38.3% |
| 5Y | +74.4% | -12.1% | +86.5% | +65.1% |
| 10Y | +470.6% | +273.2% | +197.5% | +303.3% |
| All | +468.6% | +1,021.0% | -552.4% | +266.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling