-2.3%
APA vs BURL
+258.4%
-260.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.7% | -1.3% |
| 7D | -15.6% | +3.5% | -19.1% | -16.8% |
| 30D | -0.9% | -9.3% | +8.4% | +1.8% |
| 3M | +26.1% | -32.1% | +58.2% | +41.8% |
| 6M | +6.1% | -19.8% | +25.9% | +11.1% |
| YTD | +82.8% | -13.2% | +96.0% | +83.9% |
| 1Y | +106.5% | -7.8% | +114.3% | +101.5% |
| 3Y | +21.9% | +89.3% | -67.4% | -14.6% |
| 5Y | +69.7% | -15.8% | +85.5% | +56.9% |
| All | -2.3% | +258.4% | -260.7% | -32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling