+8.4%
AMKR vs BURL
-13.7%
+22.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.8% | -2.1% |
| 7D | +21.7% | +0.4% | +21.3% | +21.6% |
| 30D | -22.0% | -4.3% | -17.7% | -21.0% |
| 3M | -33.1% | -28.8% | -4.3% | -26.6% |
| 6M | -49.3% | -12.8% | -36.5% | -50.6% |
| YTD | -5.5% | -12.8% | +7.3% | -4.6% |
| 1Y | +8.4% | -12.3% | +20.7% | +9.1% |
| All | +8.4% | -13.7% | +22.1% | +9.1% |
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