+2,025.2%
AAPL vs BURL
+1,051.1%
+974.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.1% |
| 7D | +0.1% | -2.8% | +2.9% | +0.6% |
| 30D | +3.0% | -28.2% | +31.1% | +10.0% |
| 3M | +2.9% | -17.6% | +20.5% | +6.8% |
| 6M | +22.1% | -11.8% | +33.9% | +24.4% |
| 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% | +48.2% |
| 5Y | +112.6% | -10.8% | +123.4% | +101.3% |
| 10Y | +1,198.8% | +215.9% | +982.9% | +828.4% |
| All | +2,025.2% | +1,051.1% | +974.1% | +1,198.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling