+49.1%
ADP vs BIL
+19.4%
+29.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.1% |
| 7D | +3.2% | -0.3% | +3.5% | +2.3% |
| 30D | +14.9% | 0.0% | +14.9% | +14.8% |
| 3M | +11.6% | +0.3% | +11.3% | +12.0% |
| 6M | +48.5% | +1.2% | +47.2% | +52.4% |
| YTD | +20.6% | +2.5% | +18.1% | +27.9% |
| 1Y | +23.7% | +3.0% | +20.6% | +33.5% |
| 3Y | +47.8% | +13.2% | +34.6% | +116.3% |
| All | +49.1% | +19.4% | +29.6% | +163.2% |
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