+107.2%
APA vs BURL
-4.6%
+111.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +7.7% | -14.6% | -5.9% |
| 7D | -13.0% | +10.4% | -23.4% | -11.8% |
| 30D | +2.0% | -4.9% | +6.9% | +1.9% |
| 3M | +24.9% | -29.8% | +54.7% | +23.6% |
| 6M | +7.2% | -16.5% | +23.6% | +7.5% |
| YTD | +87.1% | -10.5% | +97.6% | +82.6% |
| 1Y | +107.2% | -5.3% | +112.5% | +100.3% |
| All | +107.2% | -4.6% | +111.7% | +100.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling