+648.9%
AMKR vs BURL
+987.9%
-339.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.5% | -2.9% | -11.6% | -13.5% |
| 7D | -26.0% | +3.5% | -29.5% | -27.0% |
| 30D | -42.9% | -9.3% | -33.6% | -41.2% |
| 3M | -43.3% | -32.1% | -11.2% | -35.9% |
| 6M | -60.1% | -19.8% | -40.3% | -58.0% |
| YTD | -22.4% | -13.2% | -9.2% | -20.2% |
| 1Y | -16.0% | -7.8% | -8.2% | -16.0% |
| 3Y | +34.1% | +89.3% | -55.2% | +2.8% |
| 5Y | +38.7% | -15.8% | +54.5% | +32.4% |
| 10Y | +215.2% | +262.2% | -47.0% | +110.3% |
| All | +648.9% | +987.9% | -339.0% | +363.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling