-25.6%
APTV vs BURL
+254.9%
-280.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -8.9% | -0.8% | -8.1% | -8.6% |
| 30D | -9.5% | -4.4% | -5.1% | -7.9% |
| 3M | -20.6% | -28.6% | +8.0% | -9.3% |
| 6M | -28.9% | -12.3% | -16.6% | -25.8% |
| YTD | -48.2% | -11.3% | -36.9% | -46.6% |
| 1Y | -51.7% | -10.4% | -41.3% | -50.9% |
| 3Y | -48.1% | +96.1% | -144.2% | -64.4% |
| 5Y | -76.7% | -5.0% | -71.7% | -79.2% |
| 10Y | -25.6% | +251.8% | -277.4% | -51.4% |
| All | -25.6% | +254.9% | -280.6% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling