+64.2%
BURL vs AMBA
-1.0%
+65.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | -2.8% | -11.0% | +8.2% | -1.1% |
| 30D | -28.2% | -23.2% | -5.0% | -25.4% |
| 3M | -17.6% | -12.7% | -4.9% | -17.7% |
| 6M | -11.8% | +11.2% | -23.0% | -18.3% |
| YTD | -8.1% | -11.2% | +3.1% | -11.5% |
| 1Y | -12.0% | -22.5% | +10.6% | -14.3% |
| All | +64.2% | -1.0% | +65.1% | +37.7% |
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