-28.3%
APTV vs BURL
+232.1%
-260.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +1.3% |
| 7D | -1.7% | -1.6% | -0.2% | -1.2% |
| 30D | -11.6% | -7.7% | -3.8% | -8.7% |
| 3M | -21.2% | -31.7% | +10.5% | -8.3% |
| 6M | -28.5% | -15.2% | -13.4% | -24.4% |
| YTD | -49.1% | -15.9% | -33.2% | -46.3% |
| 1Y | -52.2% | -14.2% | -38.0% | -50.5% |
| 3Y | -48.6% | +93.5% | -142.1% | -64.7% |
| 5Y | -77.3% | -9.9% | -67.4% | -79.3% |
| All | -28.3% | +232.1% | -260.4% | -52.1% |
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