+589.4%
APP vs BURL
+95.5%
+493.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.7% | +3.0% | +8.3% |
| 7D | +4.5% | +10.4% | -5.9% | +1.6% |
| 30D | -3.6% | -4.9% | +1.3% | -2.2% |
| 3M | -35.3% | -29.8% | -5.5% | -28.5% |
| 6M | -42.8% | -16.5% | -26.3% | -40.8% |
| YTD | -59.7% | -10.5% | -49.1% | -59.1% |
| 1Y | -55.4% | -5.3% | -50.0% | -56.0% |
| All | +589.4% | +95.5% | +493.8% | +504.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling