-17.0%
AMRZ vs BURL
+12.1%
-29.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -2.7% |
| 7D | +2.5% | +3.5% | -1.0% | +1.7% |
| 30D | +14.4% | -9.3% | +23.7% | +16.9% |
| 3M | -19.2% | -32.1% | +13.0% | -11.9% |
| 6M | -19.7% | -19.8% | +0.1% | -16.2% |
| YTD | -20.2% | -13.2% | -7.0% | -17.4% |
| 1Y | -15.1% | -7.8% | -7.2% | -13.6% |
| All | -17.0% | +12.1% | -29.0% | -23.5% |
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