+559.1%
AMZN vs BURL
+217.6%
+341.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.7% |
| 7D | -3.0% | -2.8% | -0.2% | -2.4% |
| 30D | -5.2% | -28.2% | +23.0% | +1.6% |
| 3M | +1.9% | -17.6% | +19.5% | +5.8% |
| 6M | +19.2% | -11.8% | +31.0% | +21.5% |
| YTD | +12.0% | -8.1% | +20.1% | +12.9% |
| 1Y | +9.7% | -12.0% | +21.6% | +10.9% |
| 3Y | +87.2% | +63.3% | +23.9% | +62.3% |
| 5Y | +48.7% | -10.8% | +59.5% | +38.5% |
| All | +559.1% | +217.6% | +341.4% | +435.7% |
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