-5.9%
ABT vs SMR
-87.0%
+81.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.5% | +10.1% | +5.4% |
| 7D | +12.5% | -9.5% | +22.1% | +12.2% |
| 30D | +16.1% | -33.2% | +49.3% | +14.6% |
| 3M | +10.2% | -45.9% | +56.1% | +8.3% |
| 6M | +33.7% | -57.9% | +91.6% | +31.6% |
| YTD | -5.5% | -63.8% | +58.3% | -8.2% |
| 1Y | -5.9% | -85.6% | +79.7% | -10.8% |
| All | -5.9% | -87.0% | +81.1% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling