+967.8%
APH vs BURL
+269.3%
+698.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +7.7% | -13.9% | -8.1% |
| 7D | -2.4% | +10.4% | -12.8% | -5.0% |
| 30D | -9.5% | -4.9% | -4.5% | -8.6% |
| 3M | -7.6% | -29.8% | +22.1% | +0.4% |
| 6M | +12.4% | -16.5% | +28.8% | +16.1% |
| YTD | +17.5% | -10.5% | +28.1% | +19.2% |
| 1Y | +16.4% | -5.3% | +21.7% | +15.7% |
| 3Y | +281.6% | +95.1% | +186.6% | +207.2% |
| 5Y | +317.7% | -12.1% | +329.8% | +296.5% |
| 10Y | +967.8% | +273.2% | +694.7% | +674.9% |
| All | +967.8% | +269.3% | +698.5% | +674.9% |
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