-52.0%
APTV vs BURL
-7.8%
-44.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.0% |
| 7D | -10.2% | +4.1% | -14.3% | -11.2% |
| 30D | -10.8% | -9.5% | -1.3% | -8.3% |
| 3M | -14.8% | -33.5% | +18.7% | -4.6% |
| 6M | -30.6% | -22.1% | -8.5% | -26.4% |
| YTD | -48.2% | -14.6% | -33.6% | -45.4% |
| 1Y | -52.0% | -8.4% | -43.6% | -49.4% |
| All | -52.0% | -7.8% | -44.1% | -49.4% |
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