+3.7%
BIL vs ADM
+29.6%
-25.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | 0.0% |
| 7D | +0.1% | +4.2% | -4.1% | +0.1% |
| 30D | +0.3% | -12.8% | +13.2% | +0.3% |
| 3M | +1.0% | -8.5% | +9.4% | +1.0% |
| 6M | +1.9% | -10.9% | +12.8% | +1.9% |
| YTD | +3.2% | +29.4% | -26.2% | +3.2% |
| 1Y | +3.7% | +27.5% | -23.8% | +3.7% |
| All | +3.7% | +29.6% | -25.9% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling