+247.7%
APH vs BURL
+89.8%
+158.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -8.6% |
| 7D | -12.7% | +3.5% | -16.2% | -13.5% |
| 30D | -19.2% | -9.3% | -9.9% | -17.3% |
| 3M | -16.7% | -32.1% | +15.4% | -8.9% |
| 6M | +5.1% | -19.8% | +24.9% | +9.4% |
| YTD | +6.6% | -13.2% | +19.7% | +8.7% |
| 1Y | +3.9% | -7.8% | +11.7% | +3.9% |
| All | +247.7% | +89.8% | +158.0% | +228.8% |
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