+175.7%
APP vs BURL
-10.9%
+186.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.7% | +3.0% | +7.6% |
| 7D | +4.5% | +10.4% | -5.9% | +0.7% |
| 30D | -3.6% | -4.9% | +1.3% | -1.7% |
| 3M | -35.3% | -29.8% | -5.5% | -26.1% |
| 6M | -42.8% | -16.5% | -26.3% | -40.1% |
| YTD | -59.7% | -10.5% | -49.1% | -59.0% |
| 1Y | -55.4% | -5.3% | -50.0% | -56.1% |
| 3Y | +592.0% | +95.1% | +496.9% | +371.0% |
| 5Y | +175.7% | -12.1% | +187.8% | +122.3% |
| All | +175.7% | -10.9% | +186.7% | +122.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling