+30.7%
BIL vs ADM
+228.9%
-198.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.3% | -9.0% | +8.8% | -0.3% |
| 30D | 0.0% | -14.0% | +14.0% | 0.0% |
| 3M | +0.6% | -9.2% | +9.8% | +0.6% |
| 6M | +1.5% | -9.2% | +10.7% | +1.5% |
| YTD | +2.8% | +24.2% | -21.5% | +2.8% |
| 1Y | +3.3% | +27.0% | -23.6% | +3.4% |
| 3Y | +13.5% | +6.6% | +6.9% | +13.5% |
| 5Y | +19.8% | +25.0% | -5.2% | +19.9% |
| 10Y | +25.6% | +100.2% | -74.7% | +25.8% |
| All | +30.7% | +228.9% | -198.1% | +31.6% |
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