+0.3%
APA vs BURL
+252.7%
-252.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.2% |
| 7D | -15.5% | +4.1% | -19.6% | -16.9% |
| 30D | +2.4% | -9.5% | +11.9% | +5.2% |
| 3M | +22.8% | -33.5% | +56.3% | +39.0% |
| 6M | +17.9% | -22.1% | +40.0% | +24.7% |
| YTD | +87.7% | -14.6% | +102.3% | +89.7% |
| 1Y | +94.2% | -8.4% | +102.5% | +89.8% |
| 3Y | +27.2% | +86.6% | -59.3% | -10.5% |
| 5Y | +74.1% | -17.2% | +91.3% | +61.9% |
| All | +0.3% | +252.7% | -252.4% | -30.6% |
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 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