-76.9%
APTV vs BURL
-12.4%
-64.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | -0.4% |
| 7D | -9.8% | +7.7% | -17.5% | -12.2% |
| 30D | -8.9% | -7.1% | -1.7% | -6.5% |
| 3M | -19.5% | -30.3% | +10.8% | -8.6% |
| 6M | -31.1% | -15.5% | -15.6% | -27.4% |
| YTD | -47.5% | -11.0% | -36.6% | -46.1% |
| 1Y | -52.3% | -8.4% | -43.9% | -51.9% |
| 3Y | -45.2% | +96.7% | -141.9% | -60.3% |
| 5Y | -76.9% | -14.1% | -62.8% | -79.4% |
| All | -76.9% | -12.4% | -64.5% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling