+543.7%
ABT vs BIL
+30.8%
+512.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | +1.0% | +0.1% | +0.9% | +1.2% |
| 30D | +11.6% | 0.0% | +11.6% | +11.5% |
| 3M | +2.3% | +0.6% | +1.7% | +3.7% |
| 6M | +32.7% | +1.5% | +31.2% | +37.2% |
| YTD | -9.6% | +2.8% | -12.4% | -4.0% |
| 1Y | -10.1% | +3.3% | -13.4% | -3.4% |
| 3Y | +25.2% | +13.4% | +11.8% | +66.9% |
| 5Y | -4.5% | +19.8% | -24.4% | +45.8% |
| 10Y | +228.3% | +25.7% | +202.6% | +467.5% |
| All | +543.7% | +30.8% | +512.9% | +1,025.2% |
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