+22.1%
BEN vs ALM
+7,705.7%
-7,683.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.5% |
| 7D | +0.2% | -2.6% | +2.8% | +0.2% |
| 30D | -0.5% | +32.0% | -32.6% | -0.6% |
| 3M | +9.7% | -15.0% | +24.8% | +9.7% |
| 6M | +33.9% | -10.1% | +44.0% | +33.9% |
| YTD | +49.0% | +99.4% | -50.5% | +48.8% |
| 1Y | +42.1% | +316.4% | -274.2% | +41.8% |
| 3Y | +51.9% | +2,022.0% | -1,970.1% | +51.3% |
| 5Y | +39.0% | +941.2% | -902.1% | +38.5% |
| 10Y | +57.9% | +2,950.3% | -2,892.5% | +57.2% |
| All | +22.1% | +7,705.7% | -7,683.6% | +21.5% |
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