+802.1%
SMCI vs ABCL
-81.0%
+883.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -2.8% | -8.5% | -10.6% |
| 7D | -0.3% | +4.4% | -4.7% | -1.5% |
| 30D | -30.9% | -7.9% | -23.1% | -29.4% |
| 3M | -28.2% | +12.2% | -40.5% | -30.5% |
| 6M | -17.7% | +134.7% | -152.4% | -35.4% |
| YTD | -7.8% | +239.8% | -247.6% | -34.1% |
| 1Y | -28.8% | +192.7% | -221.5% | -47.4% |
| 3Y | +1.5% | +187.6% | -186.2% | -28.8% |
| 5Y | +517.8% | -22.6% | +540.4% | +380.9% |
| All | +802.1% | -81.0% | +883.0% | +644.5% |
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