-40.4%
APTV vs BURL
-9.5%
-30.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.4% | +2.3% |
| 7D | +4.8% | -2.8% | +7.6% | +5.6% |
| 30D | +2.0% | -28.2% | +30.2% | +11.4% |
| 3M | -34.2% | -17.6% | -16.7% | -30.8% |
| 6M | -34.7% | -11.8% | -22.9% | -32.5% |
| YTD | -37.0% | -8.1% | -28.8% | -35.2% |
| 1Y | -40.4% | -12.0% | -28.4% | -37.4% |
| All | -40.4% | -9.5% | -30.9% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling