-81.4%
SMR vs ABCL
+189.1%
-270.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.8% | -5.1% | -6.5% |
| 7D | +10.3% | +4.4% | +5.9% | +8.5% |
| 30D | -25.7% | -7.9% | -17.9% | -22.9% |
| 3M | -49.7% | +12.2% | -62.0% | -53.3% |
| 6M | -59.8% | +134.7% | -194.6% | -78.7% |
| YTD | -66.0% | +239.8% | -305.8% | -88.0% |
| 1Y | -81.4% | +192.7% | -274.1% | -91.8% |
| All | -81.4% | +189.1% | -270.5% | -91.8% |
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