+33.9%
ALNY vs BIL
+19.5%
+14.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.7% |
| 7D | -6.5% | +0.1% | -6.6% | -6.3% |
| 30D | +11.0% | +0.3% | +10.7% | +12.9% |
| 3M | -14.1% | +0.9% | -15.0% | -9.2% |
| 6M | -22.4% | +1.8% | -24.2% | -14.1% |
| YTD | -37.5% | +2.5% | -40.0% | -28.9% |
| 1Y | -46.9% | +3.7% | -50.6% | -36.2% |
| 3Y | +22.1% | +14.1% | +7.9% | +105.9% |
| All | +33.9% | +19.5% | +14.4% | +177.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling