+77.3%
AMKR vs BURL
+63.9%
+13.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.9% | +0.8% |
| 7D | 0.0% | -2.8% | +2.7% | +1.0% |
| 30D | -11.1% | -28.2% | +17.0% | +0.3% |
| 3M | -35.2% | -17.6% | -17.6% | -31.5% |
| 6M | +4.9% | -11.8% | +16.7% | +7.4% |
| YTD | +21.6% | -8.1% | +29.7% | +22.8% |
| 1Y | +98.0% | -12.0% | +110.0% | +101.4% |
| All | +77.3% | +63.9% | +13.3% | +47.9% |
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