+25.0%
BIL vs AMC
-97.8%
+122.8%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -12.5% | +12.5% | 0.0% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | 0.0% | +4.4% | -4.4% | 0.0% |
| 3M | +0.3% | +15.4% | -15.0% | +0.3% |
| 6M | +1.2% | +93.7% | -92.5% | +1.2% |
| YTD | +2.4% | +97.4% | -95.0% | +2.4% |
| 1Y | +3.0% | +23.2% | -20.2% | +3.0% |
| 3Y | +13.1% | -71.3% | +84.4% | +13.1% |
| 5Y | +19.4% | -99.3% | +118.7% | +19.4% |
| 10Y | +25.2% | -98.7% | +123.9% | +25.1% |
| All | +25.0% | -97.8% | +122.8% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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