+106.5%
APA vs BURL
-5.1%
+111.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.7% | -2.6% |
| 7D | -15.6% | +3.5% | -19.1% | -15.1% |
| 30D | -0.9% | -9.3% | +8.4% | -1.5% |
| 3M | +26.1% | -32.1% | +58.2% | +24.3% |
| 6M | +6.1% | -19.8% | +25.9% | +6.1% |
| YTD | +82.8% | -13.2% | +96.0% | +77.9% |
| 1Y | +106.5% | -7.8% | +114.3% | +98.6% |
| All | +106.5% | -5.1% | +111.6% | +98.6% |
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 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