+316.8%
APP vs BURL
-21.1%
+337.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.7% | +3.0% | +7.7% |
| 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% | -26.2% |
| 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% | +375.2% |
| 5Y | +175.7% | -12.1% | +187.8% | +139.0% |
| All | +316.8% | -21.1% | +337.9% | +262.9% |
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 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