-7.8%
BURL vs AMBA
-33.1%
+25.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.4% | +6.5% | -3.0% |
| 7D | +3.5% | -14.6% | +18.0% | +3.4% |
| 30D | -9.3% | -18.8% | +9.5% | -9.3% |
| 3M | -32.1% | -32.6% | +0.5% | -32.1% |
| 6M | -19.8% | -25.8% | +6.0% | -21.5% |
| YTD | -13.2% | -22.1% | +8.9% | -16.7% |
| 1Y | -7.8% | -36.2% | +28.4% | -13.3% |
| All | -7.8% | -33.1% | +25.3% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling