+844.5%
APH vs BURL
+258.4%
+586.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -8.6% |
| 7D | -12.7% | +3.5% | -16.2% | -13.6% |
| 30D | -19.2% | -9.3% | -9.9% | -17.3% |
| 3M | -16.7% | -32.1% | +15.4% | -8.6% |
| 6M | +5.1% | -19.8% | +24.9% | +9.9% |
| YTD | +6.6% | -13.2% | +19.7% | +9.0% |
| 1Y | +3.9% | -7.8% | +11.7% | +4.1% |
| 3Y | +246.0% | +89.3% | +156.7% | +181.0% |
| 5Y | +268.0% | -15.8% | +283.8% | +253.6% |
| All | +844.5% | +258.4% | +586.1% | +600.0% |
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