+2,186.0%
AAPL vs BURL
+987.9%
+1,198.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.9% |
| 7D | -1.4% | +3.5% | -4.8% | -2.0% |
| 30D | +3.2% | -9.3% | +12.4% | +5.1% |
| 3M | +10.8% | -32.1% | +42.9% | +19.4% |
| 6M | +21.3% | -19.8% | +41.1% | +25.9% |
| YTD | +26.9% | -13.2% | +40.1% | +29.2% |
| 1Y | +27.9% | -7.8% | +35.7% | +27.9% |
| 3Y | +97.5% | +89.3% | +8.1% | +65.5% |
| 5Y | +132.9% | -15.8% | +148.7% | +122.7% |
| 10Y | +1,275.7% | +262.2% | +1,013.5% | +861.2% |
| All | +2,186.0% | +987.9% | +1,198.0% | +1,308.4% |
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