+13.8%
AMKR vs BURL
-15.0%
+28.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.9% | -1.8% |
| 7D | +10.0% | -1.6% | +11.6% | +10.6% |
| 30D | -19.4% | -7.7% | -11.7% | -17.6% |
| 3M | -37.4% | -31.7% | -5.7% | -30.7% |
| 6M | -51.5% | -15.2% | -36.3% | -52.5% |
| YTD | -8.1% | -15.9% | +7.8% | -6.1% |
| 1Y | +13.8% | -14.2% | +28.0% | +16.0% |
| All | +13.8% | -15.0% | +28.9% | +16.0% |
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