+258.8%
AMT vs BURL
+987.9%
-729.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.1% |
| 7D | +4.4% | +3.5% | +0.9% | +3.9% |
| 30D | +17.7% | -9.3% | +27.0% | +19.1% |
| 3M | +16.7% | -32.1% | +48.8% | +22.1% |
| 6M | +11.1% | -19.8% | +30.9% | +13.6% |
| YTD | +13.9% | -13.2% | +27.1% | +14.8% |
| 1Y | +12.5% | -7.8% | +20.3% | +12.3% |
| 3Y | +13.2% | +89.3% | -76.2% | -1.4% |
| 5Y | -17.9% | -15.8% | -2.1% | -21.3% |
| 10Y | +122.8% | +262.2% | -139.4% | +67.5% |
| All | +258.8% | +987.9% | -729.1% | +149.3% |
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 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