-62.4%
SMR vs ABCL
+157.7%
-220.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +6.7% | +9.5% | +14.3% |
| 7D | -9.6% | -3.2% | -6.4% | -8.6% |
| 30D | -33.8% | -7.4% | -26.4% | -32.4% |
| 3M | -46.4% | +81.9% | -128.3% | -54.5% |
| 6M | -62.4% | +135.7% | -198.1% | -72.6% |
| All | -62.4% | +157.7% | -220.1% | -72.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling