+247.2%
AMAT vs BIL
+19.4%
+227.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.4% |
| 7D | -1.5% | +0.1% | -1.6% | -1.2% |
| 30D | -14.8% | +0.3% | -15.1% | -13.6% |
| 3M | -9.3% | +0.9% | -10.2% | -6.1% |
| 6M | +27.4% | +1.8% | +25.6% | +32.5% |
| YTD | +77.6% | +2.4% | +75.1% | +85.4% |
| 1Y | +188.9% | +3.7% | +185.2% | +206.6% |
| 3Y | +202.3% | +14.2% | +188.1% | +67.4% |
| All | +247.2% | +19.4% | +227.8% | -8.7% |
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 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