+143.3%
AAPL vs BURL
-10.8%
+154.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +1.1% |
| 7D | +4.1% | -1.6% | +5.7% | +4.4% |
| 30D | +4.0% | -7.7% | +11.7% | +5.5% |
| 3M | +16.8% | -31.7% | +48.4% | +25.2% |
| 6M | +19.4% | -15.2% | +34.6% | +22.3% |
| YTD | +31.5% | -15.9% | +47.4% | +34.6% |
| 1Y | +31.0% | -14.2% | +45.2% | +32.9% |
| 3Y | +95.3% | +93.5% | +1.8% | +64.8% |
| All | +143.3% | -10.8% | +154.1% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling