+1,253.2%
SMH vs ABT
+1,109.3%
+143.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | +2.5% | -3.7% | +6.2% | +4.0% |
| 30D | -0.5% | +2.5% | -3.0% | -1.6% |
| 3M | -9.6% | +20.2% | -29.8% | -17.2% |
| 6M | +42.1% | -2.9% | +45.0% | +41.4% |
| YTD | +57.4% | -11.9% | +69.4% | +62.4% |
| 1Y | +96.2% | -16.5% | +112.8% | +106.1% |
| 3Y | +267.9% | +12.1% | +255.8% | +231.2% |
| 5Y | +327.7% | -7.4% | +335.1% | +317.9% |
| 10Y | +1,764.6% | +210.7% | +1,553.9% | +1,031.5% |
| All | +1,253.2% | +1,109.3% | +143.9% | +501.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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