-5.6%
ABT vs SMR
-14.3%
+8.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -15.7% | +14.3% | -1.4% |
| 7D | -5.9% | -11.2% | +5.3% | -5.9% |
| 30D | -8.1% | -10.2% | +2.1% | -8.1% |
| 3M | +14.5% | -10.0% | +24.6% | +14.6% |
| 6M | -6.3% | -30.5% | +24.2% | -6.2% |
| YTD | -17.1% | -39.2% | +22.1% | -17.1% |
| 1Y | -21.4% | -75.5% | +54.2% | -21.1% |
| 3Y | +5.9% | +45.4% | -39.5% | +1.3% |
| All | -5.6% | -14.3% | +8.7% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling