+932.8%
ADP vs BIL
+30.4%
+902.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.0% |
| 7D | -3.4% | +0.1% | -3.5% | -3.2% |
| 30D | +2.8% | +0.3% | +2.5% | +3.8% |
| 3M | +20.9% | +0.9% | +20.0% | +24.4% |
| 6M | +29.9% | +1.8% | +28.0% | +37.3% |
| YTD | +9.6% | +2.4% | +7.2% | +18.1% |
| 1Y | -5.3% | +3.7% | -9.0% | +6.0% |
| 3Y | +16.5% | +14.2% | +2.3% | +74.9% |
| 5Y | +49.4% | +19.4% | +30.0% | +158.0% |
| 10Y | +282.2% | +25.2% | +257.0% | +670.4% |
| All | +932.8% | +30.4% | +902.5% | +1,857.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling