+34.6%
SM vs ABCL
+186.8%
-152.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.5% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | +26.3% | +93.1% | -66.8% | +24.5% |
| 3M | +8.7% | +79.4% | -70.8% | +7.1% |
| 6M | +51.7% | +214.9% | -163.2% | +48.9% |
| YTD | +99.0% | +234.2% | -135.2% | +90.0% |
| 1Y | +34.6% | +174.8% | -140.2% | +33.2% |
| All | +34.6% | +186.8% | -152.2% | +33.2% |
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