+960.9%
BURL vs AMP
+703.4%
+257.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.0% |
| 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% | -26.2% |
| 6M | -11.8% | +20.4% | -32.1% | -20.1% |
| YTD | -8.1% | +15.4% | -23.6% | -15.5% |
| 1Y | -12.0% | +11.0% | -22.9% | -17.6% |
| 3Y | +63.3% | +70.5% | -7.2% | +21.4% |
| 5Y | -10.8% | +121.4% | -132.2% | -42.5% |
| 10Y | +215.9% | +575.6% | -359.7% | +18.3% |
| All | +960.9% | +703.4% | +257.5% | +283.1% |
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 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