-99.8%
AMIX vs BURL
+33.5%
-133.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -1.9% |
| 7D | -13.7% | -2.8% | -10.9% | -13.8% |
| 30D | -62.1% | -28.2% | -33.9% | -62.4% |
| 3M | -46.2% | -17.6% | -28.6% | -46.5% |
| 6M | -46.4% | -11.8% | -34.7% | -46.7% |
| YTD | -60.3% | -8.1% | -52.1% | -60.3% |
| 1Y | -79.7% | -12.0% | -67.7% | -79.9% |
| All | -99.8% | +33.5% | -133.3% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling