-15.9%
BURL vs AMP
+75.0%
-90.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.7% |
| 7D | +4.1% | +2.2% | +1.9% | +2.9% |
| 30D | -9.5% | +2.2% | -11.7% | -10.6% |
| 3M | -33.5% | -10.4% | -23.1% | -29.4% |
| 6M | -22.1% | +5.8% | -27.9% | -25.3% |
| YTD | -14.6% | +3.3% | -17.8% | -17.6% |
| 1Y | -8.4% | +11.1% | -19.4% | -15.6% |
| 3Y | +86.6% | +56.0% | +30.5% | +33.0% |
| All | -15.9% | +75.0% | -90.9% | -47.1% |
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 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