+176.6%
ADM vs BEN
+53.7%
+122.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +4.0% | +2.9% |
| 7D | +1.4% | +3.4% | -2.0% | +0.3% |
| 30D | +8.2% | +1.8% | +6.4% | +7.5% |
| 3M | +8.7% | +8.4% | +0.3% | +5.5% |
| 6M | +29.1% | +35.6% | -6.5% | +15.9% |
| YTD | +53.7% | +46.4% | +7.3% | +34.2% |
| 1Y | +43.2% | +46.3% | -3.1% | +24.7% |
| 3Y | +21.4% | +54.6% | -33.2% | +0.6% |
| 5Y | +67.1% | +39.4% | +27.7% | +38.2% |
| 10Y | +176.6% | +57.6% | +119.0% | +98.2% |
| All | +176.6% | +53.7% | +122.9% | +98.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling