+560.7%
AMZN vs BURL
+252.7%
+308.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | 0.0% |
| 7D | +7.9% | +4.1% | +3.8% | +7.0% |
| 30D | -0.2% | -9.5% | +9.2% | +1.8% |
| 3M | -4.8% | -33.5% | +28.8% | +3.4% |
| 6M | -5.7% | -22.1% | +16.4% | -1.5% |
| YTD | +12.3% | -14.6% | +26.9% | +14.7% |
| 1Y | +6.7% | -8.4% | +15.0% | +6.7% |
| 3Y | +85.6% | +86.6% | -1.0% | +56.5% |
| 5Y | +47.4% | -17.2% | +64.5% | +39.2% |
| All | +560.7% | +252.7% | +308.0% | +440.6% |
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 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