-16.9%
SM vs ABCL
+156.0%
-172.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.7% | -5.8% | +0.4% |
| 7D | -25.9% | -3.2% | -22.7% | -25.7% |
| 30D | -15.1% | -7.4% | -7.7% | -14.8% |
| 3M | +4.9% | +81.9% | -77.1% | -2.4% |
| 6M | +6.1% | +135.7% | -129.6% | -4.8% |
| YTD | +63.4% | +247.4% | -183.9% | +36.8% |
| 1Y | +72.5% | +162.3% | -89.8% | +50.4% |
| 3Y | -16.9% | +165.5% | -182.4% | -34.8% |
| All | -16.9% | +156.0% | -172.9% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling