-29.8%
APTV vs BURL
+252.7%
-282.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -2.8% |
| 7D | -10.2% | +4.1% | -14.3% | -11.7% |
| 30D | -10.8% | -9.5% | -1.3% | -7.2% |
| 3M | -14.8% | -33.5% | +18.7% | +0.3% |
| 6M | -30.6% | -22.1% | -8.5% | -23.8% |
| YTD | -48.2% | -14.6% | -33.6% | -45.6% |
| 1Y | -52.0% | -8.4% | -43.6% | -51.6% |
| 3Y | -47.0% | +86.6% | -133.6% | -62.9% |
| 5Y | -77.5% | -17.2% | -60.3% | -78.6% |
| All | -29.8% | +252.7% | -282.5% | -54.0% |
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