+55.8%
SMR vs ABCL
+156.0%
-100.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +6.7% | +9.5% | +13.5% |
| 7D | -9.6% | -3.2% | -6.4% | -8.2% |
| 30D | -33.8% | -7.4% | -26.4% | -31.8% |
| 3M | -46.4% | +81.9% | -128.3% | -60.3% |
| 6M | -62.4% | +135.7% | -198.1% | -76.1% |
| YTD | -64.1% | +247.4% | -311.5% | -80.9% |
| 1Y | -84.3% | +162.3% | -246.6% | -90.6% |
| 3Y | +55.8% | +165.5% | -109.6% | -18.8% |
| All | +55.8% | +156.0% | -100.2% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling