+84.8%
BEN vs ABCL
-80.5%
+165.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.7% | -2.0% | +3.9% |
| 7D | +6.6% | -3.2% | +9.8% | +6.9% |
| 30D | +3.8% | -7.4% | +11.3% | +4.5% |
| 3M | +0.2% | +81.9% | -81.7% | -9.0% |
| 6M | +10.4% | +135.7% | -125.3% | -4.7% |
| YTD | +46.2% | +247.4% | -201.2% | +18.1% |
| 1Y | +52.3% | +162.3% | -110.0% | +27.7% |
| 3Y | +65.9% | +165.5% | -99.5% | +31.4% |
| 5Y | +20.6% | -21.3% | +41.8% | +7.2% |
| All | +84.8% | -80.5% | +165.3% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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