+27.4%
ADM vs BEN
+72.3%
-45.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -0.7% |
| 7D | -1.8% | +12.1% | -14.0% | -1.4% |
| 30D | -13.3% | +13.4% | -26.7% | -12.8% |
| 3M | -13.4% | +9.4% | -22.7% | -13.0% |
| 6M | -9.6% | +19.3% | -28.9% | -9.2% |
| YTD | +23.0% | +57.3% | -34.2% | +21.3% |
| 1Y | +27.4% | +69.1% | -41.8% | +25.0% |
| All | +27.4% | +72.3% | -45.0% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling