-31.3%
AMT vs BURL
-11.0%
-20.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.3% |
| 7D | -0.2% | -2.8% | +2.6% | 0.0% |
| 30D | +4.6% | -28.2% | +32.8% | +7.3% |
| 3M | -8.4% | -17.6% | +9.1% | -7.2% |
| 6M | -6.0% | -11.8% | +5.8% | -5.5% |
| YTD | +2.1% | -8.1% | +10.3% | +2.3% |
| 1Y | -6.4% | -12.0% | +5.6% | -6.1% |
| 3Y | +8.1% | +63.3% | -55.2% | -1.3% |
| All | -31.3% | -11.0% | -20.3% | -34.6% |
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 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