+67.2%
AG vs BURL
-11.0%
+78.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.5% |
| 7D | +1.0% | -2.8% | +3.8% | +1.6% |
| 30D | +19.2% | -28.2% | +47.3% | +27.8% |
| 3M | +6.2% | -17.6% | +23.7% | +10.2% |
| 6M | -26.7% | -11.8% | -14.9% | -25.5% |
| YTD | +26.1% | -8.1% | +34.3% | +26.7% |
| 1Y | +131.7% | -12.0% | +143.6% | +133.4% |
| 3Y | +255.3% | +63.3% | +192.0% | +205.7% |
| All | +67.2% | -11.0% | +78.1% | +48.6% |
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