+221.9%
BURL vs AMP
+459.2%
-237.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.7% | -4.2% |
| 7D | -1.6% | +3.9% | -5.5% | -3.6% |
| 30D | -7.7% | +5.1% | -12.9% | -10.2% |
| 3M | -31.7% | -8.7% | -23.0% | -28.4% |
| 6M | -15.2% | +11.4% | -26.6% | -20.5% |
| YTD | -15.9% | +7.3% | -23.3% | -20.2% |
| 1Y | -14.2% | +14.6% | -28.8% | -21.6% |
| 3Y | +93.5% | +61.2% | +32.3% | +44.4% |
| 5Y | -9.9% | +81.0% | -90.9% | -37.8% |
| All | +221.9% | +459.2% | -237.3% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling