+90.4%
AMGN vs BIL
+13.4%
+77.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +12.1% | 0.0% | +12.2% | +12.2% |
| 3M | +12.2% | +0.6% | +11.6% | +12.1% |
| 6M | +42.1% | +1.5% | +40.6% | +41.7% |
| YTD | +45.0% | +2.8% | +42.3% | +42.8% |
| 1Y | +47.7% | +3.3% | +44.4% | +45.6% |
| 3Y | +90.4% | +13.4% | +77.0% | +29.0% |
| All | +90.4% | +13.4% | +77.0% | +29.0% |
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