+89.6%
BURL vs AMBA
+10.0%
+79.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.4% | +6.5% | -1.7% |
| 7D | +3.5% | -14.6% | +18.0% | +5.6% |
| 30D | -9.3% | -18.8% | +9.5% | -7.0% |
| 3M | -32.1% | -32.6% | +0.5% | -28.8% |
| 6M | -19.8% | -25.8% | +6.0% | -19.9% |
| YTD | -13.2% | -22.1% | +8.9% | -15.2% |
| 1Y | -7.8% | -36.2% | +28.4% | -7.1% |
| All | +89.6% | +10.0% | +79.6% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling