+11.9%
AG vs BURL
-15.0%
+27.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.1% | -2.1% |
| 7D | -10.0% | -1.6% | -8.4% | -9.8% |
| 30D | -10.5% | -7.7% | -2.7% | -10.1% |
| 3M | -27.3% | -31.7% | +4.4% | -26.4% |
| 6M | -43.0% | -15.2% | -27.8% | -43.2% |
| YTD | -17.9% | -15.9% | -2.0% | -15.5% |
| 1Y | +11.9% | -14.2% | +26.1% | +15.9% |
| All | +11.9% | -15.0% | +27.0% | +15.9% |
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 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