+1,908.9%
ADM vs BEN
+4,913.3%
-3,004.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.8% |
| 7D | +3.8% | +0.2% | +3.5% | +3.6% |
| 30D | +9.8% | -0.5% | +10.3% | +9.8% |
| 3M | +2.1% | +9.7% | -7.6% | -1.0% |
| 6M | +27.5% | +33.9% | -6.4% | +15.8% |
| YTD | +50.2% | +49.0% | +1.2% | +31.8% |
| 1Y | +40.6% | +42.1% | -1.5% | +24.7% |
| 3Y | +17.2% | +51.9% | -34.6% | -0.7% |
| 5Y | +61.9% | +39.0% | +22.8% | +36.6% |
| 10Y | +159.3% | +57.9% | +101.4% | +100.5% |
| All | +1,908.9% | +4,913.3% | -3,004.5% | +553.8% |
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