+1,199.1%
AAPL vs BURL
+215.5%
+983.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.1% |
| 7D | +0.1% | -2.8% | +2.9% | +0.7% |
| 30D | +3.0% | -28.2% | +31.1% | +10.4% |
| 3M | +2.9% | -17.6% | +20.5% | +7.0% |
| 6M | +22.1% | -11.8% | +33.9% | +24.5% |
| YTD | +18.0% | -8.1% | +26.2% | +19.1% |
| 1Y | +33.9% | -12.0% | +45.9% | +35.4% |
| 3Y | +71.2% | +63.3% | +7.9% | +47.0% |
| 5Y | +112.6% | -10.8% | +123.4% | +101.4% |
| All | +1,199.1% | +215.5% | +983.7% | +906.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling