+317.7%
APH vs BURL
-10.9%
+328.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +7.7% | -13.9% | -7.9% |
| 7D | -2.4% | +10.4% | -12.8% | -4.7% |
| 30D | -9.5% | -4.9% | -4.5% | -8.6% |
| 3M | -7.6% | -29.8% | +22.1% | -0.5% |
| 6M | +12.4% | -16.5% | +28.8% | +15.6% |
| YTD | +17.5% | -10.5% | +28.1% | +19.0% |
| 1Y | +16.4% | -5.3% | +21.7% | +15.9% |
| 3Y | +281.6% | +95.1% | +186.6% | +222.5% |
| 5Y | +317.7% | -12.1% | +329.8% | +300.4% |
| All | +317.7% | -10.9% | +328.7% | +300.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling