+895.2%
APO vs BURL
+261.4%
+633.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.2% | +0.4% | +3.3% |
| 7D | +2.3% | +7.7% | -5.4% | -0.1% |
| 30D | +3.0% | -7.1% | +10.1% | +5.5% |
| 3M | -3.7% | -30.3% | +26.6% | +7.7% |
| 6M | -7.5% | -15.5% | +8.1% | -3.6% |
| YTD | -14.5% | -11.0% | -3.6% | -12.9% |
| 1Y | -6.2% | -8.4% | +2.3% | -5.8% |
| 3Y | +51.9% | +96.7% | -44.8% | +14.3% |
| 5Y | +76.5% | -14.1% | +90.5% | +66.9% |
| 10Y | +895.2% | +255.1% | +640.2% | +595.6% |
| All | +895.2% | +261.4% | +633.8% | +595.6% |
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