+333.0%
APP vs BURL
-11.0%
+343.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.2% |
| 7D | +0.9% | -2.8% | +3.7% | +1.9% |
| 30D | -23.3% | -28.2% | +4.9% | -13.0% |
| 3M | -42.6% | -17.6% | -25.0% | -38.8% |
| 6M | -33.6% | -11.8% | -21.8% | -31.8% |
| YTD | -52.4% | -8.1% | -44.3% | -52.0% |
| 1Y | -35.9% | -12.0% | -23.9% | -35.0% |
| 3Y | +642.2% | +63.3% | +578.9% | +449.0% |
| All | +333.0% | -11.0% | +343.9% | +272.9% |
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