+48.7%
ADP vs BIL
+20.3%
+28.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | +2.2% | +0.1% | +2.1% | +2.3% |
| 30D | +10.6% | +0.3% | +10.2% | +11.3% |
| 3M | +12.9% | +1.0% | +12.0% | +14.9% |
| 6M | +50.6% | +1.9% | +48.8% | +56.3% |
| YTD | +23.2% | +3.2% | +20.0% | +32.2% |
| 1Y | +25.3% | +3.7% | +21.6% | +36.4% |
| 3Y | +47.1% | +13.8% | +33.3% | +112.5% |
| All | +48.7% | +20.3% | +28.4% | +154.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling