+2,546.4%
AMAT vs BIL
+30.3%
+2,516.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -11.2% | -0.3% | -10.9% | -11.9% |
| 30D | -31.9% | 0.0% | -31.9% | -31.9% |
| 3M | -32.3% | +0.3% | -32.7% | -31.7% |
| 6M | -5.4% | +1.2% | -6.6% | -1.8% |
| YTD | +44.3% | +2.4% | +41.8% | +55.0% |
| 1Y | +61.4% | +3.0% | +58.3% | +76.6% |
| 3Y | +170.6% | +13.1% | +157.5% | +285.1% |
| 5Y | +156.4% | +19.4% | +137.1% | +327.1% |
| 10Y | +1,356.4% | +25.1% | +1,331.2% | +2,754.8% |
| All | +2,546.4% | +30.3% | +2,516.1% | +4,516.7% |
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 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