+30.3%
BIL vs ADM
+297.7%
-267.3%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | +0.1% | +3.8% | -3.7% | +0.1% |
| 30D | +0.3% | +9.8% | -9.4% | +0.3% |
| 3M | +0.9% | +2.1% | -1.2% | +0.9% |
| 6M | +1.8% | +27.5% | -25.7% | +1.9% |
| YTD | +2.4% | +50.2% | -47.8% | +2.5% |
| 1Y | +3.7% | +40.6% | -36.9% | +3.8% |
| 3Y | +14.2% | +17.2% | -3.1% | +14.2% |
| 5Y | +19.4% | +61.9% | -42.5% | +19.5% |
| 10Y | +25.2% | +159.3% | -134.1% | +25.5% |
| All | +30.3% | +297.7% | -267.3% | +31.3% |
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