+30.4%
BIL vs APD
+580.2%
-549.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | -0.3% | -3.7% | +3.4% | -0.3% |
| 30D | 0.0% | +9.6% | -9.6% | 0.0% |
| 3M | +0.3% | +1.6% | -1.3% | +0.3% |
| 6M | +1.2% | +2.2% | -0.9% | +1.2% |
| YTD | +2.5% | +25.9% | -23.4% | +2.5% |
| 1Y | +3.0% | +20.1% | -17.1% | +3.1% |
| 3Y | +13.2% | +12.4% | +0.8% | +13.2% |
| 5Y | +19.4% | +11.1% | +8.3% | +19.5% |
| 10Y | +25.2% | +190.1% | -164.9% | +25.7% |
| All | +30.4% | +580.2% | -549.8% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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