-10.7%
BURL vs AMBA
-54.5%
+43.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | -2.8% | -11.0% | +8.2% | -0.6% |
| 30D | -28.2% | -23.2% | -5.0% | -24.6% |
| 3M | -17.6% | -12.7% | -4.9% | -17.7% |
| 6M | -11.8% | +11.2% | -23.0% | -18.5% |
| YTD | -8.1% | -11.2% | +3.1% | -11.4% |
| 1Y | -12.0% | -22.5% | +10.6% | -13.9% |
| 3Y | +63.3% | -1.3% | +64.6% | +40.8% |
| All | -10.7% | -54.5% | +43.8% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling