+42.5%
BEN vs ABCL
-41.3%
+83.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.7% |
| 7D | +0.2% | +0.7% | -0.5% | +0.1% |
| 30D | -0.5% | +93.1% | -93.6% | -11.0% |
| 3M | +9.7% | +79.4% | -69.7% | -1.6% |
| 6M | +33.9% | +214.9% | -181.0% | +8.7% |
| YTD | +49.0% | +234.2% | -185.2% | +18.5% |
| 1Y | +42.1% | +174.8% | -132.6% | +15.0% |
| 3Y | +51.9% | +104.5% | -52.6% | +22.8% |
| All | +42.5% | -41.3% | +83.7% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling