+25.0%
BIL vs AMCR
+102.7%
-77.8%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | +0.1% | -1.8% | +1.9% | +0.1% |
| 30D | +0.3% | -6.0% | +6.3% | +0.3% |
| 3M | +0.9% | +18.9% | -18.0% | +0.9% |
| 6M | +1.8% | +5.7% | -3.8% | +1.8% |
| YTD | +2.5% | +11.1% | -8.6% | +2.5% |
| 1Y | +3.7% | +14.4% | -10.7% | +3.7% |
| 3Y | +14.1% | +13.0% | +1.1% | +14.1% |
| 5Y | +19.4% | -7.5% | +27.0% | +19.4% |
| 10Y | +25.3% | +20.1% | +5.2% | +25.3% |
| All | +25.0% | +102.7% | -77.8% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling