+1.9%
AMKR vs BURL
-4.6%
+6.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +7.7% | -12.9% | -6.8% |
| 7D | -15.5% | +10.4% | -25.9% | -17.4% |
| 30D | -34.7% | -4.9% | -29.8% | -33.8% |
| 3M | -36.1% | -29.8% | -6.3% | -29.7% |
| 6M | -49.6% | -16.5% | -33.1% | -49.3% |
| YTD | -9.2% | -10.5% | +1.3% | -8.9% |
| 1Y | +1.9% | -5.3% | +7.2% | +2.1% |
| All | +1.9% | -4.6% | +6.4% | +2.1% |
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 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