+504.9%
SM vs ABCL
-81.3%
+586.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.7% |
| 3M | +8.7% | +79.4% | -70.8% | +1.3% |
| 6M | +51.7% | +214.9% | -163.2% | +31.8% |
| YTD | +99.0% | +234.2% | -135.2% | +70.1% |
| 1Y | +34.6% | +174.8% | -140.2% | +17.1% |
| 3Y | -7.8% | +104.5% | -112.2% | -21.7% |
| 5Y | +104.8% | -39.0% | +143.8% | +83.3% |
| All | +504.9% | -81.3% | +586.1% | +525.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling