+25.3%
BIL vs ADM
+158.6%
-133.4%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.1% | -0.1% | +0.1% | +0.1% |
| 30D | +0.3% | +11.0% | -10.7% | +0.3% |
| 3M | +0.9% | +6.0% | -5.1% | +0.9% |
| 6M | +1.8% | +26.9% | -25.1% | +1.8% |
| YTD | +2.5% | +50.0% | -47.6% | +2.4% |
| 1Y | +3.7% | +39.6% | -35.9% | +3.7% |
| 3Y | +14.1% | +18.5% | -4.5% | +14.1% |
| 5Y | +19.4% | +62.6% | -43.1% | +19.4% |
| 10Y | +25.3% | +162.4% | -137.2% | +25.2% |
| All | +25.3% | +158.6% | -133.4% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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