+65.4%
SM vs ABCL
+198.8%
-133.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.4% |
| 7D | -19.5% | +2.3% | -21.8% | -19.5% |
| 30D | -20.2% | -0.7% | -19.5% | -20.2% |
| 3M | -6.5% | +33.4% | -39.9% | -6.2% |
| 6M | +1.6% | +137.8% | -136.2% | +6.8% |
| YTD | +61.2% | +264.3% | -203.1% | +71.0% |
| 1Y | +65.4% | +209.2% | -143.8% | +79.4% |
| All | +65.4% | +198.8% | -133.4% | +79.4% |
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