-51.7%
APTV vs BURL
-9.1%
-42.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -8.9% | -0.8% | -8.1% | -8.7% |
| 30D | -9.5% | -4.4% | -5.1% | -8.5% |
| 3M | -20.6% | -28.6% | +8.0% | -13.0% |
| 6M | -28.9% | -12.3% | -16.6% | -26.5% |
| YTD | -48.2% | -11.3% | -36.9% | -46.0% |
| 1Y | -51.7% | -10.4% | -41.3% | -49.6% |
| All | -51.7% | -9.1% | -42.6% | -49.6% |
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