-15.9%
APTV vs BURL
+215.5%
-231.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.4% | +2.0% |
| 7D | +4.8% | -2.8% | +7.6% | +6.0% |
| 30D | +2.0% | -28.2% | +30.2% | +16.7% |
| 3M | -34.2% | -17.6% | -16.7% | -29.1% |
| 6M | -34.7% | -11.8% | -22.9% | -32.0% |
| YTD | -37.0% | -8.1% | -28.8% | -35.6% |
| 1Y | -40.4% | -12.0% | -28.4% | -38.9% |
| 3Y | -54.1% | +63.3% | -117.4% | -65.8% |
| 5Y | -68.0% | -10.8% | -57.2% | -70.6% |
| All | -15.9% | +215.5% | -231.3% | -46.9% |
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 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