+316.8%
ADP vs BIL
+25.2%
+291.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | +3.2% | -0.3% | +3.5% | +2.9% |
| 30D | +14.9% | 0.0% | +14.9% | +14.8% |
| 3M | +11.6% | +0.3% | +11.3% | +11.3% |
| 6M | +48.5% | +1.2% | +47.2% | +48.7% |
| YTD | +20.6% | +2.5% | +18.1% | +21.6% |
| 1Y | +23.7% | +3.0% | +20.6% | +25.1% |
| 3Y | +47.8% | +13.2% | +34.6% | +48.9% |
| 5Y | +47.7% | +19.4% | +28.3% | +37.0% |
| All | +316.8% | +25.2% | +291.6% | +225.4% |
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