+30.3%
BIL vs ALB
+306.7%
-276.3%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.5% | 0.0% |
| 7D | +0.1% | -8.1% | +8.2% | +0.1% |
| 30D | +0.3% | +6.3% | -5.9% | +0.3% |
| 3M | +0.9% | -23.6% | +24.5% | +0.9% |
| 6M | +1.8% | -24.6% | +26.4% | +1.8% |
| YTD | +2.4% | -10.3% | +12.7% | +2.4% |
| 1Y | +3.7% | +61.5% | -57.7% | +3.8% |
| 3Y | +14.2% | -34.0% | +48.1% | +14.2% |
| 5Y | +19.4% | -44.6% | +64.0% | +19.4% |
| 10Y | +25.2% | +76.1% | -50.9% | +25.5% |
| All | +30.3% | +306.7% | -276.3% | +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