+132.8%
AMAT vs BIL
+13.1%
+119.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | 0.0% | -13.6% | -13.5% |
| 7D | -24.3% | -0.3% | -24.0% | -25.6% |
| 30D | -39.8% | 0.0% | -39.8% | -38.3% |
| 3M | -40.2% | +0.3% | -40.5% | -33.3% |
| 6M | -22.1% | +1.2% | -23.3% | +4.6% |
| YTD | +24.7% | +2.4% | +22.2% | +104.7% |
| 1Y | +33.3% | +3.0% | +30.2% | +145.0% |
| All | +132.8% | +13.1% | +119.7% | +600.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling