+182.3%
APD vs BURL
+252.7%
-70.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | -3.7% | +4.1% | -7.7% | -4.4% |
| 30D | +9.6% | -9.5% | +19.1% | +11.6% |
| 3M | +1.6% | -33.5% | +35.2% | +9.4% |
| 6M | +2.2% | -22.1% | +24.3% | +6.1% |
| YTD | +25.9% | -14.6% | +40.4% | +27.7% |
| 1Y | +20.1% | -8.4% | +28.5% | +19.7% |
| 3Y | +12.4% | +86.6% | -74.2% | -6.8% |
| 5Y | +11.1% | -17.2% | +28.3% | +5.8% |
| All | +182.3% | +252.7% | -70.4% | +113.5% |
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