-14.0%
AMRZ vs BURL
+15.5%
-29.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.7% | -2.5% | +3.3% |
| 7D | +10.3% | +10.4% | -0.1% | +7.7% |
| 30D | +18.7% | -4.9% | +23.6% | +19.8% |
| 3M | -14.6% | -29.8% | +15.1% | -7.8% |
| 6M | -12.9% | -16.5% | +3.6% | -10.0% |
| YTD | -17.4% | -10.5% | -6.8% | -15.1% |
| 1Y | -12.3% | -5.3% | -7.0% | -11.4% |
| All | -14.0% | +15.5% | -29.5% | -21.4% |
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