+207.4%
ALAB vs BIL
+11.0%
+196.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.2% | +6.1% |
| 7D | -26.3% | -0.3% | -26.0% | -25.4% |
| 30D | -50.1% | 0.0% | -50.1% | -47.7% |
| 3M | -42.5% | +0.3% | -42.8% | -32.9% |
| 6M | -10.8% | +1.2% | -12.1% | +30.2% |
| YTD | +14.6% | +2.5% | +12.2% | +108.9% |
| 1Y | +17.1% | +3.0% | +14.1% | +143.3% |
| All | +207.4% | +11.0% | +196.5% | +3,769.2% |
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