-10.7%
BURL vs AMP
+121.7%
-132.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.1% |
| 7D | -2.8% | +0.2% | -3.0% | -3.0% |
| 30D | -28.2% | -0.1% | -28.1% | -28.2% |
| 3M | -17.6% | +23.6% | -41.2% | -27.5% |
| 6M | -11.8% | +20.4% | -32.1% | -21.4% |
| YTD | -8.1% | +15.4% | -23.6% | -16.7% |
| 1Y | -12.0% | +11.0% | -22.9% | -18.4% |
| 3Y | +63.3% | +70.5% | -7.2% | +11.4% |
| All | -10.7% | +121.7% | -132.4% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling