+43.4%
SMCI vs ABCL
+105.4%
-61.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +9.7% | +1.4% | +8.3% | +9.1% |
| 30D | +29.3% | +65.1% | -35.8% | +6.8% |
| 3M | -8.5% | +111.1% | -119.5% | -32.9% |
| 6M | +28.6% | +231.6% | -203.0% | -19.8% |
| YTD | +37.5% | +234.5% | -197.0% | -16.7% |
| 1Y | +0.5% | +174.3% | -173.8% | -35.1% |
| 3Y | +43.4% | +111.5% | -68.0% | -17.8% |
| All | +43.4% | +105.4% | -61.9% | -17.8% |
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