+106.1%
SM vs ABCL
-41.3%
+147.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.4% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | +26.3% | +93.1% | -66.8% | +15.9% |
| 3M | +8.7% | +79.4% | -70.8% | -0.2% |
| 6M | +51.7% | +214.9% | -163.2% | +27.6% |
| YTD | +99.0% | +234.2% | -135.2% | +63.8% |
| 1Y | +34.6% | +174.8% | -140.2% | +13.2% |
| 3Y | -7.8% | +104.5% | -112.2% | -24.4% |
| All | +106.1% | -41.3% | +147.4% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling