+90.9%
AG vs BURL
+252.7%
-161.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.1% |
| 7D | +6.3% | +4.1% | +2.2% | +5.7% |
| 30D | -8.9% | -9.5% | +0.5% | -7.6% |
| 3M | -12.2% | -33.5% | +21.3% | -6.9% |
| 6M | -28.3% | -22.1% | -6.2% | -26.1% |
| YTD | -8.8% | -14.6% | +5.7% | -7.5% |
| 1Y | +39.4% | -8.4% | +47.7% | +39.2% |
| 3Y | +229.4% | +86.6% | +142.9% | +195.7% |
| 5Y | +14.5% | -17.2% | +31.7% | +7.9% |
| All | +90.9% | +252.7% | -161.8% | +89.1% |
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