+12.5%
AG vs BURL
-15.9%
+28.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.6% |
| 7D | -2.9% | +3.5% | -6.3% | -3.5% |
| 30D | -15.1% | -9.3% | -5.8% | -13.3% |
| 3M | -15.4% | -32.1% | +16.7% | -8.3% |
| 6M | -21.9% | -19.8% | -2.1% | -19.0% |
| YTD | -10.4% | -13.2% | +2.7% | -9.1% |
| 1Y | +39.8% | -7.8% | +47.7% | +39.0% |
| 3Y | +209.5% | +89.3% | +120.2% | +157.1% |
| 5Y | +12.5% | -15.8% | +28.3% | +1.5% |
| All | +12.5% | -15.9% | +28.4% | +1.5% |
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