+11,904.6%
ADP vs BEN
+4,818.7%
+7,085.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -6.0% | -2.6% |
| 7D | +3.2% | +6.6% | -3.4% | +1.1% |
| 30D | +14.9% | +3.8% | +11.1% | +13.3% |
| 3M | +11.6% | +0.2% | +11.4% | +11.2% |
| 6M | +48.5% | +10.4% | +38.0% | +42.9% |
| YTD | +20.6% | +46.2% | -25.6% | +6.2% |
| 1Y | +23.7% | +52.3% | -28.6% | +7.5% |
| 3Y | +47.8% | +65.9% | -18.1% | +21.7% |
| 5Y | +47.7% | +20.6% | +27.2% | +31.9% |
| 10Y | +324.0% | +64.8% | +259.2% | +223.9% |
| All | +11,904.6% | +4,818.7% | +7,085.9% | +3,387.6% |
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