+234.1%
ABT vs BIL
+26.1%
+208.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +6.0% | +0.3% | +5.7% | +5.6% |
| 3M | -1.9% | +1.0% | -2.8% | -3.0% |
| 6M | +31.2% | +1.9% | +29.3% | +28.6% |
| YTD | -11.2% | +3.2% | -14.4% | -14.2% |
| 1Y | -14.0% | +3.7% | -17.7% | -17.4% |
| 3Y | +20.7% | +13.8% | +6.8% | +8.0% |
| 5Y | -6.7% | +20.3% | -27.0% | -22.0% |
| All | +234.1% | +26.1% | +208.0% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling