+683.5%
APO vs BURL
+987.9%
-304.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.5% | -3.6% |
| 7D | -1.1% | +3.5% | -4.6% | -2.0% |
| 30D | +1.1% | -9.3% | +10.4% | +4.0% |
| 3M | -9.2% | -32.1% | +22.9% | +1.0% |
| 6M | -9.2% | -19.8% | +10.6% | -4.4% |
| YTD | -18.0% | -13.2% | -4.8% | -15.9% |
| 1Y | -10.9% | -7.8% | -3.0% | -10.7% |
| 3Y | +44.4% | +89.3% | -44.9% | +14.6% |
| 5Y | +67.9% | -15.8% | +83.7% | +60.0% |
| 10Y | +876.2% | +262.2% | +614.0% | +590.5% |
| All | +683.5% | +987.9% | -304.4% | +409.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling