+43.3%
AMAT vs BIL
+3.0%
+40.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -14.7% | -0.3% | -14.4% | -14.9% |
| 30D | -36.1% | 0.0% | -36.1% | -33.9% |
| 3M | -36.9% | +0.3% | -37.2% | -26.1% |
| 6M | -22.2% | +1.2% | -23.4% | +8.1% |
| YTD | +29.9% | +2.5% | +27.5% | +56.1% |
| 1Y | +43.3% | +3.0% | +40.2% | +78.7% |
| All | +43.3% | +3.0% | +40.2% | +78.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling