-13.1%
SM vs ABCL
+196.9%
-210.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.2% | -8.0% | -3.2% |
| 7D | -22.3% | +12.4% | -34.7% | -23.1% |
| 30D | -21.4% | -0.4% | -21.0% | -21.5% |
| 3M | +1.4% | +80.4% | -79.0% | -5.5% |
| 6M | +0.1% | +138.5% | -138.4% | -10.0% |
| YTD | +59.0% | +265.5% | -206.5% | +32.7% |
| 1Y | +64.3% | +219.7% | -155.3% | +39.8% |
| 3Y | -13.1% | +209.4% | -222.5% | -32.1% |
| All | -13.1% | +196.9% | -210.0% | -32.1% |
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