+64.2%
BURL vs AMP
+70.7%
-6.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.0% |
| 7D | -2.8% | +0.2% | -3.0% | -2.9% |
| 30D | -28.2% | -0.1% | -28.1% | -28.2% |
| 3M | -17.6% | +23.6% | -41.2% | -26.3% |
| 6M | -11.8% | +20.4% | -32.1% | -20.2% |
| YTD | -8.1% | +15.4% | -23.6% | -15.6% |
| 1Y | -12.0% | +11.0% | -22.9% | -17.3% |
| All | +64.2% | +70.7% | -6.6% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling