+260.4%
AMT vs BURL
+1,021.0%
-760.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.7% | -3.7% | +3.1% |
| 7D | +6.0% | +10.4% | -4.4% | +4.7% |
| 30D | +20.1% | -4.9% | +25.0% | +20.8% |
| 3M | +12.4% | -29.8% | +42.1% | +17.2% |
| 6M | +9.9% | -16.5% | +26.4% | +11.7% |
| YTD | +14.4% | -10.5% | +24.9% | +14.9% |
| 1Y | +12.4% | -5.3% | +17.8% | +11.8% |
| 3Y | +13.7% | +95.1% | -81.4% | -1.3% |
| 5Y | -17.8% | -12.1% | -5.8% | -21.8% |
| 10Y | +123.8% | +273.2% | -149.4% | +67.6% |
| All | +260.4% | +1,021.0% | -760.5% | +149.5% |
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