+112.7%
AMT vs BURL
+252.7%
-140.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.5% |
| 7D | +0.5% | +4.1% | -3.5% | 0.0% |
| 30D | +13.6% | -9.5% | +23.1% | +15.0% |
| 3M | +11.5% | -33.5% | +45.0% | +17.0% |
| 6M | +6.9% | -22.1% | +29.0% | +9.6% |
| YTD | +10.8% | -14.6% | +25.4% | +12.0% |
| 1Y | +10.3% | -8.4% | +18.7% | +10.1% |
| 3Y | +12.4% | +86.6% | -74.1% | -2.4% |
| 5Y | -20.1% | -17.2% | -2.9% | -23.1% |
| All | +112.7% | +252.7% | -140.0% | +67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling