+20.7%
ABT vs SMR
+125.1%
-104.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.2% |
| 7D | -1.3% | -8.3% | +7.0% | -1.3% |
| 30D | +6.0% | -20.1% | +26.1% | +5.9% |
| 3M | -1.9% | -52.7% | +50.8% | -2.3% |
| 6M | +31.2% | -61.0% | +92.2% | +30.8% |
| YTD | -11.2% | -67.1% | +55.9% | -11.6% |
| 1Y | -14.0% | -79.9% | +65.9% | -14.4% |
| 3Y | +20.7% | +101.7% | -81.1% | +19.2% |
| All | +20.7% | +125.1% | -104.5% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling