+133.0%
AAPL vs BURL
-17.2%
+150.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -0.7% | +4.1% | -4.7% | -1.4% |
| 30D | +1.7% | -9.5% | +11.2% | +3.5% |
| 3M | +9.7% | -33.5% | +43.2% | +18.2% |
| 6M | +19.3% | -22.1% | +41.4% | +24.2% |
| YTD | +26.3% | -14.6% | +40.9% | +28.8% |
| 1Y | +27.4% | -8.4% | +35.7% | +27.5% |
| 3Y | +93.6% | +86.6% | +7.0% | +65.0% |
| All | +133.0% | -17.2% | +150.2% | +125.6% |
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