+1,617.9%
ALNY vs BIL
+30.4%
+1,587.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.8% |
| 7D | +12.2% | +0.1% | +12.1% | +12.7% |
| 30D | +16.3% | +0.3% | +16.0% | +18.4% |
| 3M | -12.4% | +0.9% | -13.3% | -7.9% |
| 6M | -18.7% | +1.8% | -20.5% | -10.6% |
| YTD | -33.1% | +2.4% | -35.5% | -24.1% |
| 1Y | -41.3% | +3.7% | -45.1% | -29.1% |
| 3Y | +32.3% | +14.2% | +18.1% | +161.3% |
| 5Y | +34.8% | +19.4% | +15.4% | +236.1% |
| 10Y | +284.7% | +25.2% | +259.5% | +1,138.8% |
| All | +1,617.9% | +30.4% | +1,587.6% | +5,971.3% |
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