+6,642.4%
ABT vs BEN
+4,913.3%
+1,729.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.2% |
| 7D | -3.7% | +0.2% | -3.9% | -3.8% |
| 30D | +2.5% | -0.5% | +3.0% | +2.5% |
| 3M | +20.2% | +9.7% | +10.5% | +17.4% |
| 6M | -2.9% | +33.9% | -36.8% | -9.5% |
| YTD | -11.9% | +49.0% | -60.9% | -20.0% |
| 1Y | -16.5% | +42.1% | -58.7% | -23.5% |
| 3Y | +12.1% | +51.9% | -39.8% | -0.8% |
| 5Y | -7.4% | +39.0% | -46.4% | -17.8% |
| 10Y | +210.7% | +57.9% | +152.8% | +155.8% |
| All | +6,642.4% | +4,913.3% | +1,729.1% | +2,086.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling