-73.1%
SMR vs ABCL
+186.8%
-259.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | +4.4% | +0.7% | +3.7% | +4.1% |
| 30D | +3.4% | +93.1% | -89.7% | -28.8% |
| 3M | -19.2% | +79.4% | -98.6% | -43.8% |
| 6M | -22.6% | +214.9% | -237.5% | -63.6% |
| YTD | -31.5% | +234.2% | -265.8% | -69.7% |
| 1Y | -73.1% | +174.8% | -247.8% | -83.8% |
| All | -73.1% | +186.8% | -259.9% | -83.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling