-4.3%
ABT vs SMR
+1.6%
-5.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | -1.8% |
| 7D | -5.0% | +4.7% | -9.7% | -5.0% |
| 30D | -5.8% | +3.2% | -9.0% | -5.8% |
| 3M | +16.7% | +9.9% | +6.8% | +16.8% |
| 6M | -5.2% | -15.1% | +9.9% | -5.2% |
| YTD | -16.0% | -27.9% | +12.0% | -16.0% |
| 1Y | -18.3% | -70.2% | +52.0% | -18.0% |
| 3Y | +9.2% | +72.5% | -63.2% | +4.4% |
| All | -4.3% | +1.6% | -5.9% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling