-91.3%
AMIX vs BURL
-5.1%
-86.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.6% | -5.1% |
| 7D | -25.5% | +3.5% | -29.0% | -25.9% |
| 30D | -56.2% | -9.3% | -46.9% | -55.4% |
| 3M | -87.4% | -32.1% | -55.3% | -86.7% |
| 6M | -80.9% | -19.8% | -61.1% | -80.8% |
| YTD | -86.8% | -13.2% | -73.7% | -86.9% |
| 1Y | -91.3% | -7.8% | -83.5% | -91.4% |
| All | -91.3% | -5.1% | -86.2% | -91.4% |
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 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