+10,816.5%
ADP vs BEN
+4,913.3%
+5,903.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.6% | -3.1% |
| 7D | -3.4% | +0.2% | -3.7% | -3.6% |
| 30D | +2.8% | -0.5% | +3.3% | +2.9% |
| 3M | +20.9% | +9.7% | +11.2% | +17.2% |
| 6M | +29.9% | +33.9% | -4.0% | +17.9% |
| YTD | +9.6% | +49.0% | -39.3% | -3.7% |
| 1Y | -5.3% | +42.1% | -47.4% | -15.8% |
| 3Y | +16.5% | +51.9% | -35.4% | -1.2% |
| 5Y | +49.4% | +39.0% | +10.4% | +27.4% |
| 10Y | +282.2% | +57.9% | +224.3% | +196.1% |
| All | +10,816.5% | +4,913.3% | +5,903.2% | +3,061.9% |
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