+46.2%
AMKR vs BURL
+86.7%
-40.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.6% | +9.2% | +8.2% |
| 7D | -16.9% | +4.1% | -21.0% | -18.2% |
| 30D | -37.2% | -9.5% | -27.7% | -35.1% |
| 3M | -39.3% | -33.5% | -5.8% | -30.0% |
| 6M | -57.4% | -22.1% | -35.3% | -54.6% |
| YTD | -16.5% | -14.6% | -1.9% | -14.0% |
| 1Y | -6.0% | -8.4% | +2.4% | -6.7% |
| 3Y | +46.2% | +86.6% | -40.4% | +28.1% |
| All | +46.2% | +86.7% | -40.6% | +28.1% |
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 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