+527.4%
ABT vs BIL
+30.4%
+497.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -3.7% | +0.1% | -3.8% | -3.5% |
| 30D | +2.5% | +0.3% | +2.2% | +3.2% |
| 3M | +20.2% | +0.9% | +19.2% | +22.7% |
| 6M | -2.9% | +1.8% | -4.8% | +1.1% |
| YTD | -11.9% | +2.4% | -14.4% | -7.1% |
| 1Y | -16.5% | +3.7% | -20.3% | -9.5% |
| 3Y | +12.1% | +14.2% | -2.0% | +52.3% |
| 5Y | -7.4% | +19.4% | -26.8% | +40.4% |
| 10Y | +210.7% | +25.2% | +185.5% | +433.1% |
| All | +527.4% | +30.4% | +497.0% | +989.1% |
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