+316.1%
ADP vs BIL
+25.7%
+290.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +3.2% | +0.1% | +3.1% | +3.3% |
| 30D | +12.8% | 0.0% | +12.8% | +12.6% |
| 3M | +12.3% | +0.6% | +11.7% | +12.2% |
| 6M | +45.4% | +1.5% | +43.9% | +45.9% |
| YTD | +21.4% | +2.8% | +18.6% | +22.7% |
| 1Y | +23.7% | +3.3% | +20.4% | +25.4% |
| 3Y | +43.6% | +13.4% | +30.2% | +45.6% |
| 5Y | +48.7% | +19.8% | +28.9% | +39.1% |
| 10Y | +316.1% | +25.7% | +290.4% | +229.7% |
| All | +316.1% | +25.7% | +290.4% | +229.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling