+30.4%
BIL vs ALB
+220.7%
-190.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -0.3% | +9.1% | -9.3% | -0.3% |
| 30D | 0.0% | -3.4% | +3.4% | 0.0% |
| 3M | +0.3% | -20.6% | +20.9% | +0.3% |
| 6M | +1.2% | -48.2% | +49.4% | +1.2% |
| YTD | +2.5% | -29.2% | +31.7% | +2.4% |
| 1Y | +3.0% | +10.0% | -7.0% | +3.1% |
| 3Y | +13.2% | -12.9% | +26.1% | +13.2% |
| 5Y | +19.4% | -61.3% | +80.7% | +19.4% |
| 10Y | +25.2% | +35.8% | -10.6% | +25.5% |
| All | +30.4% | +220.7% | -190.4% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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