+1,223.2%
SMCI vs ABCL
-81.3%
+1,304.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.2% | +5.8% | +4.8% |
| 7D | +6.8% | +0.7% | +6.1% | +6.6% |
| 30D | +30.6% | +93.1% | -62.5% | +9.8% |
| 3M | -15.6% | +79.4% | -95.0% | -28.7% |
| 6M | +21.3% | +214.9% | -193.6% | -10.4% |
| YTD | +35.3% | +234.2% | -199.0% | -2.7% |
| 1Y | -2.7% | +174.8% | -177.5% | -27.1% |
| 3Y | +40.3% | +104.5% | -64.2% | +3.1% |
| 5Y | +941.8% | -39.0% | +980.8% | +720.4% |
| All | +1,223.2% | -81.3% | +1,304.5% | +999.5% |
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