+11.1%
SMR vs ABCL
+33.0%
-21.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.1% | +15.2% | +15.2% |
| 7D | +21.4% | +1.4% | +20.0% | +20.8% |
| 30D | +13.8% | +65.1% | -51.2% | -6.8% |
| 3M | +3.9% | +111.1% | -107.2% | -23.4% |
| 6M | -4.2% | +231.6% | -235.8% | -39.8% |
| YTD | -21.1% | +234.5% | -255.6% | -50.6% |
| 1Y | -67.1% | +174.3% | -241.4% | -78.0% |
| 3Y | +88.9% | +111.5% | -22.6% | +20.7% |
| All | +11.1% | +33.0% | -21.9% | -27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling