+3.3%
BIL vs ALM
+12.3%
-9.0%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.2% | +7.2% | 0.0% |
| 7D | +0.1% | -6.3% | +6.4% | +0.1% |
| 30D | 0.0% | -31.4% | +31.4% | 0.0% |
| 3M | +0.6% | -40.6% | +41.2% | +0.6% |
| 6M | +1.5% | -58.6% | +60.2% | +1.5% |
| YTD | +2.8% | -7.6% | +10.4% | +2.8% |
| 1Y | +3.3% | +13.8% | -10.5% | +3.3% |
| All | +3.3% | +12.3% | -9.0% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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