+128.2%
AGI vs BURL
+970.5%
-842.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.4% |
| 7D | +16.0% | +4.1% | +11.9% | +15.9% |
| 30D | +1.0% | -9.5% | +10.4% | +1.2% |
| 3M | +2.5% | -33.5% | +36.0% | +3.3% |
| 6M | -24.0% | -22.1% | -1.9% | -23.7% |
| YTD | -17.2% | -14.6% | -2.7% | -17.1% |
| 1Y | +4.9% | -8.4% | +13.3% | +4.9% |
| 3Y | +142.6% | +86.6% | +56.0% | +141.6% |
| 5Y | +315.2% | -17.2% | +332.3% | +300.8% |
| 10Y | +338.5% | +256.4% | +82.1% | +369.6% |
| All | +128.2% | +970.5% | -842.3% | +143.7% |
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 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