+59.8%
AG vs BURL
+215.5%
-155.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.4% |
| 7D | +1.0% | -2.8% | +3.8% | +1.4% |
| 30D | +19.2% | -28.2% | +47.3% | +25.1% |
| 3M | +6.2% | -17.6% | +23.7% | +9.0% |
| 6M | -26.7% | -11.8% | -14.9% | -25.8% |
| YTD | +26.1% | -8.1% | +34.3% | +26.7% |
| 1Y | +131.7% | -12.0% | +143.6% | +133.2% |
| 3Y | +255.3% | +63.3% | +192.0% | +223.7% |
| 5Y | +61.9% | -10.8% | +72.8% | +51.1% |
| All | +59.8% | +215.5% | -155.7% | +61.9% |
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