+886.6%
BURL vs AMP
+618.8%
+267.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.8% |
| 7D | +4.1% | +2.2% | +1.9% | +3.0% |
| 30D | -9.5% | +2.2% | -11.7% | -10.4% |
| 3M | -33.5% | -10.4% | -23.1% | -29.9% |
| 6M | -22.1% | +5.8% | -27.9% | -24.8% |
| YTD | -14.6% | +3.3% | -17.8% | -17.0% |
| 1Y | -8.4% | +11.1% | -19.4% | -14.4% |
| 3Y | +86.6% | +56.0% | +30.5% | +44.7% |
| 5Y | -17.2% | +76.1% | -93.2% | -40.3% |
| 10Y | +256.4% | +590.2% | -333.9% | +34.3% |
| All | +886.6% | +618.8% | +267.9% | +276.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling