+164.8%
AGI vs BURL
+1,051.1%
-886.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.0% |
| 7D | +0.6% | -2.8% | +3.4% | +0.7% |
| 30D | +18.2% | -28.2% | +46.4% | +19.0% |
| 3M | -4.1% | -17.6% | +13.5% | -3.8% |
| 6M | -28.7% | -11.8% | -16.9% | -28.6% |
| YTD | -4.0% | -8.1% | +4.2% | -3.9% |
| 1Y | +17.4% | -12.0% | +29.4% | +17.5% |
| 3Y | +203.0% | +63.3% | +139.7% | +201.0% |
| 5Y | +376.7% | -10.8% | +387.5% | +360.0% |
| 10Y | +407.5% | +215.9% | +191.6% | +437.0% |
| All | +164.8% | +1,051.1% | -886.3% | +182.4% |
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