+90.5%
APH vs BURL
+63.9%
+26.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.1% | -49.9% | -48.3% |
| 7D | -48.7% | -8.5% | -40.2% | -47.9% |
| 30D | -51.9% | -28.2% | -23.8% | -48.2% |
| 3M | -43.6% | -17.6% | -26.0% | -41.5% |
| 6M | -37.5% | -11.8% | -25.8% | -36.6% |
| YTD | -38.6% | -8.1% | -30.5% | -38.4% |
| 1Y | -26.3% | -12.0% | -14.4% | -25.7% |
| All | +90.5% | +63.9% | +26.6% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling