+203.0%
AMAT vs BIL
+14.1%
+188.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +5.0% |
| 7D | -1.5% | +0.1% | -1.6% | +0.4% |
| 30D | -14.8% | +0.3% | -15.1% | -8.0% |
| 3M | -9.3% | +0.9% | -10.2% | +12.6% |
| 6M | +27.4% | +1.8% | +25.6% | +83.2% |
| YTD | +77.6% | +2.4% | +75.1% | +182.9% |
| 1Y | +188.9% | +3.7% | +185.2% | +486.3% |
| All | +203.0% | +14.1% | +188.9% | +1,249.2% |
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 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