+251.8%
BURL vs AMP
+476.7%
-224.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.8% | -1.1% | +0.2% | -0.2% |
| 30D | -4.4% | +4.4% | -8.8% | -6.6% |
| 3M | -28.6% | -7.3% | -21.3% | -25.8% |
| 6M | -12.3% | +12.9% | -25.2% | -18.4% |
| YTD | -11.3% | +7.5% | -18.7% | -15.8% |
| 1Y | -10.4% | +13.3% | -23.8% | -17.6% |
| 3Y | +96.1% | +60.8% | +35.2% | +46.5% |
| 5Y | -5.0% | +82.7% | -87.7% | -34.8% |
| 10Y | +251.8% | +468.7% | -216.9% | +37.9% |
| All | +251.8% | +476.7% | -224.9% | +37.9% |
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