+540.6%
ABT vs BIL
+30.8%
+509.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.2% |
| 7D | +3.5% | -0.3% | +3.8% | +2.9% |
| 30D | +12.0% | 0.0% | +12.0% | +12.0% |
| 3M | +2.5% | +0.6% | +1.8% | +3.8% |
| 6M | +29.1% | +1.5% | +27.5% | +33.5% |
| YTD | -10.1% | +2.8% | -12.8% | -4.5% |
| 1Y | -9.8% | +3.3% | -13.2% | -3.1% |
| 3Y | +23.3% | +13.5% | +9.8% | +64.6% |
| 5Y | -2.4% | +19.8% | -22.1% | +49.0% |
| 10Y | +239.4% | +25.6% | +213.9% | +485.7% |
| All | +540.6% | +30.8% | +509.8% | +1,019.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling