+314.5%
APD vs BURL
+1,051.1%
-736.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.4% |
| 7D | -2.2% | -2.8% | +0.6% | -1.8% |
| 30D | +2.1% | -28.2% | +30.3% | +8.2% |
| 3M | +7.2% | -17.6% | +24.8% | +10.6% |
| 6M | +11.2% | -11.8% | +23.0% | +12.7% |
| YTD | +24.4% | -8.1% | +32.5% | +24.9% |
| 1Y | +6.7% | -12.0% | +18.6% | +7.4% |
| 3Y | +9.2% | +63.3% | -54.1% | -5.2% |
| 5Y | +27.4% | -10.8% | +38.2% | +19.8% |
| 10Y | +164.8% | +215.9% | -51.1% | +95.5% |
| All | +314.5% | +1,051.1% | -736.6% | +172.7% |
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 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