-29.7%
APA vs BURL
+1,021.0%
-1,050.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +7.7% | -14.6% | -9.2% |
| 7D | -13.0% | +10.4% | -23.4% | -15.8% |
| 30D | +2.0% | -4.9% | +6.9% | +3.1% |
| 3M | +24.9% | -29.8% | +54.7% | +37.6% |
| 6M | +7.2% | -16.5% | +23.6% | +10.4% |
| YTD | +87.1% | -10.5% | +97.6% | +86.5% |
| 1Y | +107.2% | -5.3% | +112.5% | +101.4% |
| 3Y | +24.7% | +95.1% | -70.3% | -9.5% |
| 5Y | +78.5% | -12.1% | +90.6% | +62.4% |
| 10Y | +2.3% | +273.2% | -270.8% | -34.3% |
| All | -29.7% | +1,021.0% | -1,050.7% | -59.8% |
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