+25.0%
BIL vs AMCR
+96.6%
-71.7%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.7% | -9.0% | +3.7% |
| 3Y | +14.1% | +9.6% | +4.5% | +14.1% |
| 5Y | +19.4% | -10.3% | +29.8% | +19.4% |
| 10Y | +25.3% | +16.5% | +8.8% | +25.3% |
| All | +25.0% | +96.6% | -71.7% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling