+28.9%
BEN vs ALM
+3,516.3%
-3,487.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.2% | +8.4% | +1.2% |
| 7D | +12.1% | -6.3% | +18.5% | +12.2% |
| 30D | +13.4% | -31.4% | +44.8% | +13.5% |
| 3M | +9.4% | -40.6% | +50.0% | +9.5% |
| 6M | +19.3% | -58.6% | +77.9% | +19.4% |
| YTD | +57.3% | -7.6% | +64.9% | +57.3% |
| 1Y | +69.1% | +13.8% | +55.3% | +69.1% |
| 3Y | +85.6% | +842.1% | -756.5% | +85.2% |
| 5Y | +32.9% | +407.4% | -374.5% | +32.6% |
| 10Y | +58.3% | +2,079.4% | -2,021.1% | +57.9% |
| All | +28.9% | +3,516.3% | -3,487.4% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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