+960.9%
BURL vs AMBA
+208.4%
+752.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | -2.8% | -11.0% | +8.2% | -0.7% |
| 30D | -28.2% | -23.2% | -5.0% | -24.8% |
| 3M | -17.6% | -12.7% | -4.9% | -17.6% |
| 6M | -11.8% | +11.2% | -23.0% | -17.3% |
| YTD | -8.1% | -11.2% | +3.1% | -10.6% |
| 1Y | -12.0% | -22.5% | +10.6% | -13.2% |
| 3Y | +63.3% | -1.3% | +64.6% | +46.2% |
| 5Y | -10.8% | -54.2% | +43.3% | -14.3% |
| 10Y | +215.9% | -6.1% | +222.0% | +142.8% |
| All | +960.9% | +208.4% | +752.5% | +620.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling