-11.8%
BA vs BIL
+3.0%
-14.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.7% |
| 7D | +1.1% | -0.3% | +1.3% | -0.2% |
| 30D | -7.9% | 0.0% | -7.9% | -8.4% |
| 3M | -25.3% | +0.3% | -25.6% | -28.9% |
| 6M | -24.6% | +1.2% | -25.8% | -32.5% |
| YTD | -20.1% | +2.5% | -22.6% | -52.3% |
| 1Y | -11.8% | +3.0% | -14.8% | -62.0% |
| All | -11.8% | +3.0% | -14.8% | -62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling