+446.2%
APP vs BURL
-23.4%
+469.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.9% | +34.0% | +32.2% |
| 7D | +39.7% | +3.5% | +36.2% | +37.7% |
| 30D | +27.7% | -9.3% | +37.0% | +32.3% |
| 3M | -14.8% | -32.1% | +17.3% | -1.9% |
| 6M | -25.5% | -19.8% | -5.7% | -20.9% |
| YTD | -47.2% | -13.2% | -34.0% | -45.8% |
| 1Y | -42.3% | -7.8% | -34.5% | -42.8% |
| 3Y | +806.8% | +89.3% | +717.5% | +528.0% |
| 5Y | +261.6% | -15.8% | +277.4% | +217.6% |
| All | +446.2% | -23.4% | +469.6% | +379.6% |
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