-3.6%
SMR vs ABCL
+32.9%
-36.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +4.4% | +0.7% | +3.7% | +4.2% |
| 30D | +3.4% | +93.1% | -89.7% | -20.1% |
| 3M | -19.2% | +79.4% | -98.6% | -36.7% |
| 6M | -22.6% | +214.9% | -237.5% | -50.5% |
| YTD | -31.5% | +234.2% | -265.8% | -57.2% |
| 1Y | -73.1% | +174.8% | -247.8% | -82.0% |
| 3Y | +55.0% | +104.5% | -49.5% | -0.6% |
| All | -3.6% | +32.9% | -36.5% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling