+29.3%
BEN vs ABCL
-26.2%
+55.5%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.6% |
| 7D | +6.8% | -3.3% | +10.1% | +7.3% |
| 30D | +18.0% | -7.1% | +25.1% | +18.8% |
| 3M | +7.5% | +4.7% | +2.7% | +5.7% |
| 6M | +14.7% | +140.9% | -126.2% | -2.9% |
| YTD | +56.1% | +236.0% | -179.9% | +23.5% |
| 1Y | +69.6% | +217.4% | -147.8% | +35.2% |
| 3Y | +87.7% | +188.7% | -101.0% | +41.9% |
| All | +29.3% | -26.2% | +55.5% | +13.5% |
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