+252.5%
BURL vs AMP
+503.1%
-250.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +5.9% | +3.3% | +2.5% | +4.1% |
| 30D | -8.3% | +4.2% | -12.6% | -10.3% |
| 3M | -31.6% | -6.4% | -25.2% | -29.4% |
| 6M | -16.6% | +12.4% | -29.0% | -22.3% |
| YTD | -12.1% | +7.4% | -19.5% | -16.6% |
| 1Y | -10.0% | +14.7% | -24.7% | -17.7% |
| 3Y | +94.3% | +60.8% | +33.5% | +45.2% |
| 5Y | -13.2% | +83.4% | -96.6% | -40.6% |
| 10Y | +252.5% | +473.5% | -221.0% | +40.3% |
| All | +252.5% | +503.1% | -250.6% | +40.3% |
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