+338.8%
APD vs BURL
+1,021.0%
-682.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.7% | -5.8% | +0.5% |
| 7D | +3.8% | +10.4% | -6.6% | +1.9% |
| 30D | +14.1% | -4.9% | +19.0% | +15.0% |
| 3M | +8.2% | -29.8% | +38.0% | +14.8% |
| 6M | +7.5% | -16.5% | +24.0% | +10.0% |
| YTD | +31.7% | -10.5% | +42.2% | +32.4% |
| 1Y | +35.1% | -5.3% | +40.4% | +33.9% |
| 3Y | +16.8% | +95.1% | -78.3% | -2.3% |
| 5Y | +19.4% | -12.1% | +31.4% | +12.4% |
| 10Y | +203.5% | +273.2% | -69.7% | +119.1% |
| All | +338.8% | +1,021.0% | -682.2% | +189.2% |
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