+4.9%
SM vs ABCL
-23.2%
+28.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.8% | +7.9% | +5.5% |
| 7D | +10.6% | +4.4% | +6.2% | +9.9% |
| 30D | -15.0% | -7.9% | -7.1% | -14.5% |
| 3M | +1.7% | +12.2% | -10.5% | -1.0% |
| 6M | +5.9% | +134.7% | -128.9% | -7.7% |
| YTD | +79.0% | +239.8% | -160.8% | +44.7% |
| 1Y | +84.7% | +192.7% | -108.0% | +52.6% |
| 3Y | -3.5% | +187.6% | -191.1% | -26.2% |
| 5Y | +4.9% | -22.6% | +27.6% | -6.7% |
| All | +4.9% | -23.2% | +28.1% | -6.7% |
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