+270.5%
ADP vs BEN
+56.5%
+214.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.2% | -3.4% |
| 7D | -5.5% | +4.7% | -10.2% | -6.9% |
| 30D | -1.2% | +2.6% | -3.8% | -2.1% |
| 3M | +17.9% | +11.5% | +6.4% | +13.4% |
| 6M | +20.3% | +35.3% | -15.0% | +8.0% |
| YTD | +5.8% | +48.6% | -42.8% | -8.0% |
| 1Y | -7.7% | +46.7% | -54.4% | -19.6% |
| 3Y | +14.7% | +57.0% | -42.3% | -5.4% |
| 5Y | +45.8% | +41.8% | +4.0% | +21.0% |
| 10Y | +270.5% | +55.2% | +215.3% | +164.1% |
| All | +270.5% | +56.5% | +214.0% | +164.1% |
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