+25.0%
BIL vs ALM
+3,507.4%
-3,482.4%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | -0.3% | -6.7% | +6.4% | -0.3% |
| 30D | 0.0% | -32.9% | +32.9% | 0.0% |
| 3M | +0.3% | -39.5% | +39.8% | +0.3% |
| 6M | +1.2% | -62.0% | +63.2% | +1.2% |
| YTD | +2.5% | -7.8% | +10.3% | +2.5% |
| 1Y | +3.0% | +26.7% | -23.6% | +3.0% |
| 3Y | +13.2% | +825.4% | -812.2% | +13.2% |
| 5Y | +19.4% | +401.2% | -381.8% | +19.4% |
| 10Y | +25.2% | +2,074.0% | -2,048.8% | +25.2% |
| All | +25.0% | +3,507.4% | -3,482.4% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling