-7.4%
ABT vs BEN
+28.2%
-35.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.7% | +1.1% |
| 7D | -1.3% | +6.8% | -8.1% | -2.8% |
| 30D | +6.0% | +18.0% | -11.9% | +2.0% |
| 3M | -1.9% | +7.5% | -9.3% | -3.6% |
| 6M | +31.2% | +14.7% | +16.5% | +26.5% |
| YTD | -11.2% | +56.1% | -67.3% | -21.0% |
| 1Y | -14.0% | +69.6% | -83.5% | -25.0% |
| 3Y | +20.7% | +87.7% | -67.0% | -0.9% |
| All | -7.4% | +28.2% | -35.6% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling