-37.6%
SMCI vs ABCL
+138.2%
-175.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.8% | -6.5% | -6.0% |
| 7D | -17.3% | -10.0% | -7.4% | -14.3% |
| 30D | -31.5% | -10.9% | -20.6% | -28.8% |
| 3M | -6.6% | +101.6% | -108.2% | -28.4% |
| 6M | +6.0% | +167.5% | -161.5% | -32.3% |
| YTD | +1.1% | +259.1% | -257.9% | -45.3% |
| 1Y | -37.6% | +152.2% | -189.7% | -59.6% |
| All | -37.6% | +138.2% | -175.8% | -59.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling