-53.7%
SMR vs ABCL
+33.6%
-87.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.9% |
| 7D | -8.3% | -3.3% | -5.0% | -7.1% |
| 30D | -20.1% | -7.1% | -13.0% | -18.0% |
| 3M | -52.7% | +4.7% | -57.4% | -53.9% |
| 6M | -61.0% | +140.9% | -201.9% | -73.0% |
| YTD | -67.1% | +236.0% | -303.1% | -79.6% |
| 1Y | -79.9% | +217.4% | -297.3% | -87.2% |
| 3Y | +101.7% | +188.7% | -87.0% | +22.8% |
| All | -53.7% | +33.6% | -87.3% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling