+660.9%
AJG vs BURL
+1,051.1%
-390.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.9% |
| 7D | -1.8% | -2.8% | +1.0% | -1.4% |
| 30D | +4.6% | -28.2% | +32.8% | +9.9% |
| 3M | +24.9% | -17.6% | +42.5% | +28.3% |
| 6M | +17.2% | -11.8% | +29.0% | +18.6% |
| YTD | +2.2% | -8.1% | +10.3% | +2.6% |
| 1Y | -11.5% | -12.0% | +0.4% | -11.0% |
| 3Y | +16.7% | +63.3% | -46.6% | +3.0% |
| 5Y | +89.6% | -10.8% | +100.4% | +81.0% |
| 10Y | +512.4% | +215.9% | +296.5% | +368.5% |
| All | +660.9% | +1,051.1% | -390.2% | +445.5% |
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 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