-99.9%
AMIX vs BURL
+30.0%
-130.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.7% | -10.7% | -3.0% |
| 7D | -25.1% | +10.4% | -35.5% | -25.1% |
| 30D | -54.5% | -4.9% | -49.6% | -54.5% |
| 3M | -91.7% | -29.8% | -62.0% | -91.8% |
| 6M | -79.4% | -16.5% | -63.0% | -79.6% |
| YTD | -86.1% | -10.5% | -75.5% | -86.1% |
| 1Y | -91.6% | -5.3% | -86.3% | -91.5% |
| All | -99.9% | +30.0% | -130.0% | -99.9% |
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