-17.9%
AMT vs BURL
-15.9%
-2.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | +4.4% | +3.5% | +0.9% | +4.1% |
| 30D | +17.7% | -9.3% | +27.0% | +18.6% |
| 3M | +16.7% | -32.1% | +48.8% | +20.0% |
| 6M | +11.1% | -19.8% | +30.9% | +12.6% |
| YTD | +13.9% | -13.2% | +27.1% | +14.4% |
| 1Y | +12.5% | -7.8% | +20.3% | +12.3% |
| 3Y | +13.2% | +89.3% | -76.2% | +1.0% |
| 5Y | -17.9% | -15.8% | -2.1% | -19.3% |
| All | -17.9% | -15.9% | -2.0% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling