+902.7%
BURL vs AMP
+630.0%
+272.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -1.2% |
| 7D | +3.5% | +2.3% | +1.2% | +2.4% |
| 30D | -9.3% | +2.6% | -11.8% | -10.4% |
| 3M | -32.1% | -9.2% | -22.9% | -28.9% |
| 6M | -19.8% | +7.6% | -27.4% | -23.2% |
| YTD | -13.2% | +4.9% | -18.1% | -16.3% |
| 1Y | -7.8% | +12.4% | -20.3% | -14.4% |
| 3Y | +89.3% | +57.3% | +32.0% | +46.2% |
| 5Y | -15.8% | +78.8% | -94.6% | -39.8% |
| 10Y | +262.2% | +601.0% | -338.8% | +35.4% |
| All | +902.7% | +630.0% | +272.7% | +279.3% |
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