+257.6%
ALAB vs BIL
+11.8%
+245.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.0% |
| 7D | +16.3% | +0.1% | +16.2% | +18.0% |
| 30D | -26.1% | +0.3% | -26.5% | -20.6% |
| 3M | -31.3% | +1.0% | -32.2% | -13.8% |
| 6M | -1.0% | +1.9% | -2.9% | +55.8% |
| YTD | +33.3% | +3.2% | +30.2% | +165.8% |
| 1Y | +53.5% | +3.7% | +49.8% | +244.0% |
| All | +257.6% | +11.8% | +245.8% | +4,810.7% |
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