+30.5%
AG vs BURL
+987.9%
-957.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.9% |
| 7D | -2.9% | +3.5% | -6.3% | -3.2% |
| 30D | -15.1% | -9.3% | -5.8% | -14.0% |
| 3M | -15.4% | -32.1% | +16.7% | -11.3% |
| 6M | -21.9% | -19.8% | -2.1% | -20.2% |
| YTD | -10.4% | -13.2% | +2.7% | -9.5% |
| 1Y | +39.8% | -7.8% | +47.7% | +39.7% |
| 3Y | +209.5% | +89.3% | +120.2% | +182.9% |
| 5Y | +12.5% | -15.8% | +28.3% | +6.9% |
| 10Y | +79.5% | +262.2% | -182.7% | +63.3% |
| All | +30.5% | +987.9% | -957.5% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling