+273.2%
BURL vs AMBA
+10.7%
+262.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.7% | +9.4% | +8.0% |
| 7D | +10.4% | -8.1% | +18.5% | +12.2% |
| 30D | -4.9% | -10.8% | +5.8% | -3.1% |
| 3M | -29.8% | -25.9% | -3.8% | -26.1% |
| 6M | -16.5% | -13.9% | -2.6% | -18.3% |
| YTD | -10.5% | -14.0% | +3.5% | -13.5% |
| 1Y | -5.3% | -25.7% | +20.4% | -6.5% |
| 3Y | +95.1% | +21.5% | +73.6% | +62.0% |
| 5Y | -12.1% | -68.9% | +56.9% | -10.0% |
| 10Y | +273.2% | +5.2% | +268.0% | +153.3% |
| All | +273.2% | +10.7% | +262.4% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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