-12.3%
BA vs BIL
+3.7%
-15.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.6% | +0.1% | -0.6% | -1.8% |
| 30D | -8.0% | +0.3% | -8.3% | -12.9% |
| 3M | -25.8% | +0.9% | -26.7% | -34.2% |
| 6M | -27.6% | +1.8% | -29.4% | -39.9% |
| YTD | -21.0% | +3.1% | -24.1% | -59.4% |
| 1Y | -12.3% | +3.7% | -15.9% | -69.4% |
| All | -12.3% | +3.7% | -15.9% | -69.4% |
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