+828.8%
SMCI vs ABCL
-79.6%
+908.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | -11.5% | +2.3% | -13.8% | -11.9% |
| 30D | -33.6% | -0.7% | -32.9% | -33.4% |
| 3M | -11.7% | +33.4% | -45.1% | -17.9% |
| 6M | -21.4% | +137.8% | -159.2% | -38.6% |
| YTD | -5.1% | +264.3% | -269.4% | -33.3% |
| 1Y | -30.9% | +209.2% | -240.0% | -49.6% |
| 3Y | +4.5% | +208.4% | -204.0% | -28.0% |
| 5Y | +534.2% | -11.9% | +546.1% | +384.3% |
| All | +828.8% | -79.6% | +908.4% | +653.5% |
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