-67.1%
SMR vs ABCL
+171.1%
-238.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.1% | +15.2% | +15.2% |
| 7D | +21.4% | +1.4% | +20.0% | +20.6% |
| 30D | +13.8% | +65.1% | -51.2% | -13.9% |
| 3M | +3.9% | +111.1% | -107.2% | -35.0% |
| 6M | -4.2% | +231.6% | -235.8% | -56.3% |
| YTD | -21.1% | +234.5% | -255.6% | -65.2% |
| 1Y | -67.1% | +174.3% | -241.4% | -79.9% |
| All | -67.1% | +171.1% | -238.2% | -79.9% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling