-9.4%
APTV vs BURL
+987.9%
-997.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.6% | -4.5% |
| 7D | -8.1% | +3.5% | -11.5% | -9.2% |
| 30D | -8.7% | -9.3% | +0.6% | -5.4% |
| 3M | -13.1% | -32.1% | +19.0% | -0.2% |
| 6M | -25.5% | -19.8% | -5.7% | -19.9% |
| YTD | -46.3% | -13.2% | -33.1% | -44.3% |
| 1Y | -51.1% | -7.8% | -43.3% | -50.9% |
| 3Y | -47.3% | +89.3% | -136.6% | -61.4% |
| 5Y | -76.7% | -15.8% | -60.8% | -78.0% |
| 10Y | -24.4% | +262.2% | -286.5% | -51.6% |
| All | -9.4% | +987.9% | -997.3% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling