+839.9%
APO vs BURL
+254.9%
+585.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.1% |
| 7D | +0.2% | -0.8% | +1.0% | +0.5% |
| 30D | +3.1% | -4.4% | +7.6% | +4.7% |
| 3M | -12.0% | -28.6% | +16.6% | -2.3% |
| 6M | -5.0% | -12.3% | +7.3% | -2.3% |
| YTD | -14.0% | -11.3% | -2.7% | -12.2% |
| 1Y | -5.9% | -10.4% | +4.5% | -4.9% |
| 3Y | +51.6% | +96.1% | -44.5% | +14.1% |
| 5Y | +80.8% | -5.0% | +85.8% | +65.1% |
| 10Y | +839.9% | +251.8% | +588.1% | +550.9% |
| All | +839.9% | +254.9% | +585.0% | +550.9% |
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