+98.8%
BEN vs ABCL
-79.6%
+178.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +12.1% | +2.3% | +9.8% | +11.8% |
| 30D | +13.4% | -0.7% | +14.1% | +13.2% |
| 3M | +9.4% | +33.4% | -24.0% | +4.3% |
| 6M | +19.3% | +137.8% | -118.5% | +2.9% |
| YTD | +57.3% | +264.3% | -207.1% | +26.3% |
| 1Y | +69.1% | +209.2% | -140.1% | +38.8% |
| 3Y | +85.6% | +208.4% | -122.8% | +43.9% |
| 5Y | +32.9% | -11.9% | +44.8% | +16.8% |
| All | +98.8% | -79.6% | +178.4% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling