+244.1%
AGI vs BURL
-10.8%
+254.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.1% |
| 7D | -10.1% | -1.6% | -8.5% | -9.9% |
| 30D | -6.5% | -7.7% | +1.2% | -5.7% |
| 3M | -12.8% | -31.7% | +18.8% | -9.0% |
| 6M | -34.3% | -15.2% | -19.1% | -33.5% |
| YTD | -25.6% | -15.9% | -9.7% | -24.7% |
| 1Y | -14.2% | -14.2% | 0.0% | -13.7% |
| 3Y | +127.3% | +93.5% | +33.8% | +102.7% |
| All | +244.1% | -10.8% | +254.9% | +210.7% |
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