+453.8%
SMH vs ABCL
-81.3%
+535.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.8% |
| 7D | +2.5% | +0.7% | +1.8% | +2.4% |
| 30D | -0.5% | +93.1% | -93.5% | -11.8% |
| 3M | -9.6% | +79.4% | -89.1% | -19.5% |
| 6M | +42.1% | +214.9% | -172.8% | +14.3% |
| YTD | +57.4% | +234.2% | -176.8% | +24.1% |
| 1Y | +96.2% | +174.8% | -78.5% | +58.3% |
| 3Y | +267.9% | +104.5% | +163.5% | +191.5% |
| 5Y | +327.7% | -39.0% | +366.7% | +279.3% |
| All | +453.8% | -81.3% | +535.1% | +420.7% |
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