+65.9%
BEN vs ACM
-12.3%
+78.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +6.6% | +5.4% | +1.2% | +4.6% |
| 30D | +3.8% | +15.1% | -11.3% | -1.5% |
| 3M | +0.2% | -10.5% | +10.7% | +4.2% |
| 6M | +10.4% | -19.7% | +30.1% | +20.0% |
| YTD | +46.2% | -28.8% | +75.0% | +66.7% |
| 1Y | +52.3% | -47.9% | +100.1% | +105.3% |
| 3Y | +65.9% | -12.4% | +78.3% | +50.5% |
| All | +65.9% | -12.3% | +78.2% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 3y: compounded portfolio wealth divided by compounded ACM 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…
3y analysis · Full analysis span regression · 6 months rolling