+255.1%
BURL vs AMP
+585.0%
-329.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.5% | +2.2% |
| 7D | +7.7% | +3.1% | +4.6% | +6.1% |
| 30D | -7.1% | +3.9% | -11.1% | -9.0% |
| 3M | -30.3% | -5.8% | -24.5% | -28.2% |
| 6M | -15.5% | +12.1% | -27.6% | -21.1% |
| YTD | -11.0% | +7.1% | -18.1% | -15.4% |
| 1Y | -8.4% | +14.2% | -22.6% | -16.1% |
| 3Y | +96.7% | +62.5% | +34.2% | +46.4% |
| 5Y | -14.1% | +82.6% | -96.7% | -40.8% |
| 10Y | +255.1% | +515.9% | -260.9% | +48.1% |
| All | +255.1% | +585.0% | -329.9% | +48.1% |
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