+27.4%
BEN vs ALM
+3,798.4%
-3,771.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.1% | -1.7% | +6.3% |
| 7D | +12.2% | +0.7% | +11.5% | +12.2% |
| 30D | +12.1% | -26.1% | +38.2% | +12.2% |
| 3M | +7.3% | -38.1% | +45.4% | +7.4% |
| 6M | +17.9% | -55.4% | +73.3% | +18.0% |
| YTD | +55.4% | -0.4% | +55.8% | +55.4% |
| 1Y | +69.3% | +25.4% | +44.0% | +69.3% |
| 3Y | +82.8% | +907.8% | -824.9% | +82.4% |
| 5Y | +28.8% | +440.2% | -411.4% | +28.5% |
| 10Y | +53.9% | +2,031.1% | -1,977.3% | +53.5% |
| All | +27.4% | +3,798.4% | -3,771.0% | +26.9% |
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