-1.4%
AMKR vs BURL
-10.6%
+9.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.2% |
| 7D | -8.4% | +5.9% | -14.2% | -9.5% |
| 30D | -29.8% | -8.3% | -21.5% | -28.0% |
| 3M | -34.7% | -31.6% | -3.0% | -27.4% |
| 6M | -54.9% | -16.6% | -38.3% | -54.8% |
| YTD | -12.3% | -12.1% | -0.2% | -11.6% |
| 1Y | -1.4% | -10.0% | +8.6% | -1.2% |
| All | -1.4% | -10.6% | +9.2% | -1.2% |
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