+1,823.3%
APH vs BURL
+1,051.1%
+772.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.8% | +0.2% |
| 7D | +5.0% | -2.8% | +7.7% | +5.6% |
| 30D | -3.9% | -28.2% | +24.3% | +3.7% |
| 3M | +13.0% | -17.6% | +30.6% | +17.7% |
| 6M | +25.2% | -11.8% | +36.9% | +27.8% |
| YTD | +22.9% | -8.1% | +31.1% | +24.4% |
| 1Y | +47.8% | -12.0% | +59.8% | +50.0% |
| 3Y | +283.0% | +63.3% | +219.7% | +228.4% |
| 5Y | +349.7% | -10.8% | +360.5% | +326.3% |
| 10Y | +1,061.2% | +215.9% | +845.3% | +735.4% |
| All | +1,823.3% | +1,051.1% | +772.2% | +1,156.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling