-45.9%
SMR vs ABCL
+45.3%
-91.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.2% | +1.9% | +5.3% |
| 7D | +1.7% | +12.4% | -10.7% | -1.8% |
| 30D | -24.4% | -0.4% | -24.1% | -24.3% |
| 3M | -44.6% | +80.4% | -125.0% | -56.3% |
| 6M | -56.7% | +138.5% | -195.2% | -69.8% |
| YTD | -61.6% | +265.5% | -327.1% | -76.9% |
| 1Y | -82.1% | +219.7% | -301.8% | -88.7% |
| 3Y | +161.5% | +209.4% | -47.9% | +55.0% |
| All | -45.9% | +45.3% | -91.3% | -65.8% |
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 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