+71.6%
SM vs ABCL
+138.2%
-66.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +0.8% | -16.1% | -15.3% |
| 7D | -21.5% | -10.0% | -11.5% | -21.7% |
| 30D | -11.4% | -10.9% | -0.5% | -11.5% |
| 3M | +0.6% | +101.6% | -101.0% | +2.3% |
| 6M | +0.2% | +167.5% | -167.3% | +6.5% |
| YTD | +69.7% | +259.1% | -189.4% | +79.7% |
| 1Y | +71.6% | +152.2% | -80.6% | +85.6% |
| All | +71.6% | +138.2% | -66.7% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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