+126.6%
ADM vs BEN
+58.7%
+67.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.6% |
| 7D | +4.2% | +6.8% | -2.6% | +2.0% |
| 30D | -12.8% | +18.0% | -30.8% | -17.5% |
| 3M | -8.5% | +7.5% | -15.9% | -10.9% |
| 6M | -10.9% | +14.7% | -25.6% | -15.5% |
| YTD | +29.4% | +56.1% | -26.7% | +10.2% |
| 1Y | +27.5% | +69.6% | -42.1% | +5.5% |
| 3Y | +10.3% | +87.7% | -77.3% | -15.0% |
| 5Y | +27.4% | +28.6% | -1.3% | +10.0% |
| All | +126.6% | +58.7% | +67.9% | +56.4% |
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 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