+30.8%
BIL vs ADM
+228.3%
-197.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.1% | -7.8% | +7.9% | +0.1% |
| 30D | 0.0% | -12.6% | +12.5% | 0.0% |
| 3M | +0.6% | -8.2% | +8.8% | +0.6% |
| 6M | +1.5% | -8.9% | +10.4% | +1.5% |
| YTD | +2.8% | +24.0% | -21.2% | +2.8% |
| 1Y | +3.3% | +26.2% | -22.8% | +3.4% |
| 3Y | +13.4% | +7.0% | +6.4% | +13.4% |
| 5Y | +19.8% | +24.9% | -5.0% | +19.9% |
| 10Y | +25.6% | +102.6% | -77.0% | +25.9% |
| All | +30.8% | +228.3% | -197.5% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling